Allie Brosh of Hyberbole and a Half deals with physical depression. So do I. So do many. I added the descriptor "physical" because we aren't wrestling with a bummer day or an un-cheery outlook on life. We're living with a sudden lack of access to the chemicals that make feelings possible. Hyberbole and a Half's most recent comic, Depression Part 2, does a brilliant job of describing the experience.
The Stoic philosophy, used poorly, can be problematic for people with depression and other emotional disorders. Stoicism's often single-minded focus on the human capacity to reason can make its proponents insensitive to problems that can't be solved by thinking better. Clear and rational thought depends on a well-oiled mental machine and no philosophy can magic up better serotonin receptors. This isn't to say that Stoicism has nothing to say to those with emotional disorders*, I use it myself! I'm just saying we need to realize that Reason is not the Force. A person with depression can't simply let reason flow through them. Reason is built on physical processes. We're material beings.
Anyway, I really liked that comic. Check it out.
*Cognitive Behavioral Therapy, founded on Stoic principles, consistently tests as the most effective non-drug method for treating emotional disorders. I recommend it wholeheartedly.