Depression is one of those things that is different for everyone. Some people respond well to counseling, others need medication. Most people generally have a variety of the two. They say that petting dogs helps as does exercise. Try all of those things and you'll eventually find one that works for you.
When I am depressed I purposefully isolate myself and the people that are important in my life know the signs and they know that my not contacting them has to do with me and nothing to do with them.