Depression feels lonely mostly depression is caused due to a breakup, loss of a loved one or other personal struggle. There's no magical pill to heal depression, but a combination of approaches can set you on the path to happiness.
You can also do some following routine that would help you get over a depression. Firstly start to Exercise by Adjusting your Routine, Try to talk to somebody about the depression that you are going through if not possible , try some Medication if least possible .