"You will know the truth, and the truth will set you free" (John 8:32). If you are in a depression you are not free. A doctor told me that the reason it is called depression is that it depresses the functions of the body. You might not be able to explain it, but you have a sense that something isn't right.
This example sounds gruesome, but you've probably heard the rendition of the frog in a pot of water on a stove where, when the heat is turned up, it will cook and not even realize it should jump out of the pot. It didn't know the truth, but the scripture says you will know it and it will set you free.