Very challenging words here from John Lockley:

If [God] had said, “Go out and preach…”, you’d have gone. If He’d said, “I want you to be a missionary,” you’d have gone…But because he has said, “Sit there and be depressed for a bit, it will teach you some important lessons,” you don’t feel that it is God calling you at all…do you?

Do you remember Naaman, who wanted to be cured of his leprosy? (See 2 Kings 5). If he had been asked to do something glorious he would have been happy. Because he was asked to bathe in the murky old Jordan he wasn’t so keen—yet this was God’s plan for him, and it cured him. God ahs better plans for us than we have for ourselves—unfortunately, as we can’t see into the future, we don’t always appreciate just why God’s plans are better. With hindsight it’s somewhat easier.

However strange it may seem to you, God wants you to go through this depression—so look at it positively, not negatively. What does he want you to learn from it? What can you gain through it?

When you begin to think in this fashion your guilt feelings start to drop away. You can begin to understand that what is happening is part of God’s plan for you—and so your depression is not a punishment from God. You are actually where God wants you to be, even if it is emotionally painful. To put it another way, if God wants you to go through this it would be wrong for you to avoid it, wouldn’t it?

This will go against every fiber of belief of some people.  Yet, I ask that you humble consider it and let it rattle around in your heart and mind for awhile.  Just as martyrdom is the calling of some I have to wonder if enduring various illnesses to the glory of God might also be a type of calling. 

I grabbed that quote from David Murray’s excellent book Christians Get Depressed Too.  That is perhaps the most helpful book on depression that I have read.