Depression occasionally occurs due bad/negative things in your life. You can ditch your girlfriend, might feel a bit wrong in the beginning, but then you'd feel better. You can go to the gym, eat healthier.
That'll get you starting.
I do not know your age so I can't say "move out" or something related.
EDIT: The best way to counter depression is with keeping yourself busy, go to the gym to keep yourself busy.
Been working with MyBB since 2013. Been involved with several forum such as Crackingseal & Cracked.to