There are different types of depression, and the treatments will depend on the severity.
Reactive depression (caused by a bereavement, divorce, some stressful event)is natural and doctors won't always prescribe medication for it, but may suggest things such as exercise, being "kind" to yourself, talking to others, etc. I would think that the majority of us know how that all feels.
I suffer with what used to be known as Endogenous depression - there is no reason for me to feel so utterly miserable and awful, it is a depletion of certain chemicals in my brain.
I exercise, I eat well, I talk to others, I work, have a loving family, etc., etc.... and I wish all those positive things had an effect on my mood, but they don't. I have to take medication to treat my depression. After 30 years of being on and off antidepressants, I don't think that reading a book or doing some gardening is going to cure it (more's the pity)