It would be a good idea to make an app't with your doctor and see what the options are from there. It's hard to figure out to help you with just one sentence, but have a chat with your family doctor, and depending on what's going on, you may get a referral to a psychiatist. You may also want to look at joining a depression support group, depending on what issues you are going through. Educate yourself on depression, there are a few types and being educated will be really helpful. All the above are also dependant on how old you are, if you are a teen, there are more options available to you.
This is a good overall website to educate you on different psycho/social issues
http://www.helpguide.org/topic_index.htm
this is a good website to look up support groups and education that you might want to look at as well :
http://www.ndmda.org/
Recovery does take some time and committment but with depression medication and talk therapy work together. The best thing to do is make an appointment with a psychiatrist who can see if you have depression (or what is going on in general) and a talk therapist just to plan out recovery goals for life issues everyone experiences. For some people cognitive behavioral therapy is good in addition. If you want to know more depression and the treatment that's available google "Depression Central".