Even when the days seem dark for you, I want to assure you that God cares about you and wants what is best for you. He loves you (whether you feel it or not), and the Bible's promise is still true: "Never will I leave you; never will I forsake you. ... The Lord is my helper; I will not be afraid" (Hebrews 13:5-6).
Whenever we face a problem (no matter what it is), God wants us to turn to Him and commit it to Him. But prayer and professional medical help are not opposed to each other, and often God answers our prayers by guiding us to the medical help we need. The Bible doesn't look down on medical help, nor does it encourage us to turn away from it. Remember that the writer of two of the books in the New Testament was called "our dear friend Luke, the doctor" (Colossians 4:14).
I strongly urge you to see your doctor or another qualified health professional about this problem. Depression, I am told, may have many different causes, including biochemical imbalances in our bodies that can be corrected with proper medication.
Most of all, I pray that you may discover in a fresh way Christ's love for you, and learn to trust Him even when the way seems dark. The psalmist's words are true: "God is our refuge and strength, an ever-present help in trouble" (Psalm 46:1).