Let me ask you a question: If you broke your arm in an accident, do you think your friend would claim it was a sin for you to have a broken arm, and all you needed to do was pray? I doubt it.
Neither is it a sin for you to seek treatment for a chemical imbalance in your brain. The Bible says that we are "fearfully and wonderfully made" (Psalm 139:14)–and it's true: Our bodies and minds are very complex. Although doctors can't solve all our problems, we should be grateful that God has enabled them to understand more about our bodies and minds, and has given them new ways to overcome many of our problems. Don't feel that you are somehow sinning by seeking treatment for your depression; it would be wrong for you not to seek treatment.
Don't misunderstand me, however. God has given us the gift of prayer, and prayer should be an important part of your life as you struggle with this problem. Through prayer we draw near to God, and the closer we get to Him, the more we will realize that He loves us and wants to help us.
Make sure of your commitment to Christ, and then ask Him to guide you as you seek treatment. In addition, let God's promises saturate your mind and heart. The psalmist wrote, "Why are you downcast, O my soul? ... Put your hope in God" (Psalm 42:5).