If you have felt depressed for quite some time, you need to get some treatment to help you. Depression will continue to get worse over time if you do not do anything about this. Fortunately, there are many different treatment options available, two of which are listed below. Group Therapy Group therapy is sitting down in a group of people that have depression along with a therapist. The therapist will determine how many people they will have in their group therapy sessions, as well as how long the sessions will last and how often you should come.