For me, a combination of the two helped me tremendously. Also, I found that one of the medications I was taking — birth control pills — was the cause of about half of my depressed feelings. The other half I “fixed” with behavior modification and meds.

Because there are so many things that might cause depression, it really is something to talk to a physician about. You really want to go to a doctor and see if there are any hormonal imbalances in your body or other meds that might be wrecking havoc with your mood first. Then, if you are still depressed, talk to your doctor about behavior modification and some sort of medication.  Hope this helps.