Matt ~ No one has control over their thoughts. We just don't. They're there, and that's it. And we have no control over depression, because that's caused by chemicals & hormones that get out of whack. Our thinking gets out of whack too -- but therapy can help with this and get us back on track.
Secondly, when these chemicals & hormones are LACKING, then the depression is going to continue, perhaps forever, which is what I have. That's called "clinical depression." I've had it since I was a little girl, about 5 years old. Of course they couldn't treat it back then. I didnt' start getting treatment until I was in my 20's -- so i've been on an antidepressant for about 40+ years. The antidepressants PUT BACK the chemicals & hormones that are lacking. So now that you have the chemicals & hormones, you feel "normal" -- whatever that is. LOL You feel on an even keel; your mood is stabilized, there is no more depression and things are great!!!
Does that help answer anything? If not, then I misunderstood what you were saying.
I hope I helped a little. Let me know if I didn't. Hugs, Lee