There may be a lot more ways, but mentioned below are natural and risk free, and above all these treatments work in long run.

1. Regular human contact: Many of the people are depressed just because of the fact that they spend most of their time in isolation. Man is social animal, and so need a regular contact with others. If you really don’t have anyone, go to social networks and have fun.
2. Good nutrition: Eating habits effect your life style a lot, and may stand as a reason for depression. Check out if your diet is full of nutrition or not, and make a healthy diet plan, execute it and see the difference.
3. Exercise: Many times fatigue causes depression, take out time for exercise, and be active. An active routine will definitely let you get out of depression.