Depressed patients' environmental stresses play a major role in their disease. Most of these influences are better addressed with a licensed psychologist, however a few obvious factors bear note. Low light levels, poor sleep habits, and poor diet can, in combination or singly, provide the necessary factors for inducing depression. This is thought to be due to a reduction in a neurochemical called melatonin, manufactured in a part of the brain that is stimulated by bright light and our eyes. Melatonin, meanwhile, is manufactured in the brain from another neurotransmitter, serotonin, that may be involved in the therapeutic action of Saint John's Wort.
Stress seems to deplete the brain of serotonin.
So it may be possible to conclude that raising the level of serotonin will similarly raise one's mood. A little on brain chemistry will help to understand the action of these drugs. The human brain is teeming with chemicals. Without getting into philosophical discussions, suffice it to say that it would appear to some that all thoughts and all emotions have their chemical counterparts that can be studied under the microscope. If you're not comfortable with this sort of reductionistic view of the psyche - relax.