“I tell everyone there among you not to think more of himself than it is necessary to think, but to think so as to have a sound mind [..].”
~Romans 12:3

The closer we draw to God’s promised kingdom, the harder it is to manage our trials. (1 Pet. 4:7)
How do we protect and improve our mental health?
One proverb advises: “A calm heart gives life to the body, but jealousy is rottenness to the bones.” (Prov. 14:30)
When we keep emotions in check, such as anger, stress and anxiety, we can train ourselves to remain calm and strong. (Ps. 37:8; Eccl. 7:9)
We can also pray to God for more patience and empathy. (Prov. 14:29)
If we have a tendency to overreact, it will do us good to nurture a forgiving spirit toward minor mistakes, both our own and those of others’. (Ps. 4:4; Col. 3:13)
If we think before we speak, we will end up with fewer regrets and feel better about ourselves. (Prov. 12:18; 15:1)
Sometimes we may need to physically remove ourselves from a situation before we can figure out how to best tackle the problem. (Prov. 17:14)
Wearing a smile on our face and focusing on what we have instead of what we lack can promote cheerfulness. (Prov. 15:15; 17:22; 2 Cor. 8:12)
It is also important to surround ourselves with people who are encouraging. (1 Cor. 15:33)
It helps to remember that God values us and we are not alone. (Is. 41:13)
Personally, I have found that diet and exercise greatly influence my emotional state.
But if we constantly feel our situation in life is hopeless, we could probably benefit from speaking to a psychology professional who understands our personal values. (Luke 5:31)

The following is a good video to share with someone who might show symptoms of depression:

From Sad to Glad