Depression is an emotion, and Chovos Halevavos can speak to a person’s emotions. I also think that logic can affect one’s emotions. I’m not speaking of clinical depression, but it may be true for clinical depression as well. We don’t know so much about what things cause what things. People earlier posted that depression is a chemical imbalance. Aside from the fact that that is not true in all cases, we don’t know what causes the chemical imbalance. It is possible that one’s emotions and/or thoughts can affect their chemical imbalances. Science doesn’t know enough yet about these things. Someone had compared it to Cancer. There are theories that Cancer can be caused/cured by emotions. Chemical balances can certainly be affected by one’s emotions as well as by ones habits (exercise, eating, sleeping, etc.)
Of course, someone who is suffering from depression has to make sure that they look into more than avenue of cure. And if they need therapy and/or medication, they should make sure to get it. But it doesn’t hurt to try other things either first or simultaneously. And there are all types and levels of depression. Sometimes, a person does just need to change the way he thinks. That’s what some therapies are all about.