I second this. Rational Emotive Behavior Therapy(REBT), a branch of CBT, helped me immensely in overcoming my recent bouts with depression. The book “A New Guide to Rational Living” by Albert Ellis particularly helped me, but depending on the severity of your problems, it may be a good idea to see a therapist. But by all means, look for one dealing with CBT. REBT has completely changed my live for the better.