Avoid overdoing it or getting upset if your mood is not greatly improved right away. Feeling better takes time. Do not feel crushed if after you start getting better, you find yourself backsliding. Sometimes the road to recovery is like a roller coaster ride.

People around you may notice improvement before you do. You may still feel just as depressed inside, but some of the outward manifestations of depression may be receding.

Try not to make major life decisions (such as changing jobs or getting married or divorced) without consulting others who know you well and who have a more objective view of your situation.

Do not expect to snap out of your depression on your own by an exercise of willpower. This rarely happens.

Remind yourself that your negative thinking is part of the depression and will disappear as the depression responds to treatment.

Find support from people who understand. Self-help groups can provide a supportive environment for you as well as your family and friends. Hospitals and health departments sponsor self-help groups, and an increasing number are found online.

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Michael Herkov, Ph.D., and Wayne Goodman, M.D. also contributed to this article.