I think that what has helped with depression is just the acknowlegement that "it's just a thought". Do not invest emotions into thoughts. Don't get tangled in your own thinking. Don't try to control the future. And most of all, don't beat yourself up if you are depressed, and that depression is mostly a constant negative judgement thoughts of your other thoughts, including your depression thoughts!
What am I doing wrong! I have been meditating at least 20 minutes, usually 40 for almost two years. OK, I don't get panic attacks anymore, but am often smitten by depression and negtive thinking.