Would you like to be rid of this spiritual depression? The first thing you have to do is to say farewell now once and forever to your past. Realize that it has been covered and blotted out in Christ. Never look back at your sins again. Say: ‘It is finished, it is covered by the Blood of Christ'. That is your first step. Take that and finish with yourself and all this talk about goodness, and look to the Lord Jesus Christ. It is only then that true happiness and joy are possible for you. What you need is not to make resolutions to live a better life, to start fasting and sweating and praying. No! You just begin to say:
I rest my faith on Him alone
Who died for my transgressions to atone. (35)
Found this great quote from Martyn Lloyd-Jones' classic Spiritual Depression at the Desiring God blog.