Unrestrained and honest emotional expression can relieve psychological pressures associated with depression and hasten recovery. Do something to help someone else. Putting yourself in the service of others helps you to get outside yourself and takes your mind off you problems. Engage in some kind of physical activity. The value of physical activity for reversing depression is well known.
Exercise fills the senses with pleasure that in turn sends positive messages to the brain.
Plan for a change of scene. Getting away from your immediate surroundings can work wonders as a mood elevator. Don't do anything that will make you fell worse. Don't drink alone, listen to sad music or watch a sad movie. It will only compound a blue mood.