Hi and welcome. I have a general, low-grade permanent depression throughout the year, plus really bad Seasonal Depression. I've started calling it that rather than Seasonal Affective Disorder because if one more person says, "O yes, the winter blues", I won't be responsible for my actions! I Like cold days, dark and cosy evenings but my soul feels as if it's being sucked down the plug hole and I feel I'm teetering on the edge of non-existence.
Anyhoo, I've been losing weight (again) since the end of May this year, lost 46lbs since then. What has achieved that and really helped with my depression is becoming a faintly obsessive calorie counter.
I use a calorie tracking software (DietPower, not free but very cheap; there are free online alternatives) which also keeps track of all vitamins and minerals. When I discovered this, I found I was way low on vits and mins, so take a couple of good supplements now, which has to help.
I've just changed from a lower carb (but not low carb, it doesn't suit me) to a higher one for the winter, because I read in a few places that our bodies are programmed to want more carbs in winter. So far, so good.
I weigh daily but only once.
All this has been a big help to my mood/mental state, and what I put it down to is a sense of being in control. My depression/non-existence is always worse when I feel out of control about any issues in my life.
So I control what I eat - but only after lots of research into safe levels, I'm not just starving myself.
I log what I eat.
I log what I weigh. I never thought I'd say it but I really am getting to the place where I can get on the scales, see a worse result than I'd expected - and just accept it without trauma!

I know that I'm eating and exercising correctly, these I can control; the results, because I don't understand all about my body yet, I can't.
I read and post here a lot. I get great advice and support, plus when I feel disinclined to look here it generally means I'm starting to lose impetus to diet.
I suppose the short answers are: planning and recording = Control. I have had a week totally free of The Sucking Pit, which is a first for Years.