It is meaningful for a Christian to understand this. Sometimes a response to the depressed can focus on a principle without regard for the person. This assumes that remembering something will automatically change one's thoughts and feelings. The person who is depressed doesn't necessarily make that connection. Mentally healthy people have reasonable thought processes, but they are not the norm in a depressed person's clouded life.
Mental health is like physical health.
But there are a number of models that suggest answers. Aggression turned inward, or unexpressed anger. Object loss, as in the loss of a parent. Loss of self-esteem. Learned helplessness, or inability to respond to unpleasant experiences.