Depression is caused by a lot of things, low seratonin and nueroepenephirne and dopamine levels, and the brain's inability to utilize those chemicals even when they ARE in the brain.
sometimes when a patient is in a deep depression, they use sleep deprivation, just for 24 - 36 hours, but no sleep at all, and that will bring up their mood enough for them to be somewhat safer.
when a patient has chronic clinical depression, the kind where he/she has never been happy, maybe ever, Electro shock therapy seems to work. It realigns the pathways for electrical stimulus in the brain. It's not a permanent fix. Most people who get this type of treatment require it every few months, (three to six) but it does work, and no one is exactly sure why, because we don't know half as much about the brain as we like to think we do.