All of us might have been in this scenario of being depressed. For many reasons like love, work, family problems, pressure of society etc. That feeling of extreme sadness that you wanna end up your life because you think there is no solution on that problem that you have. The agony that you're feeling that you think no one understands no one cares. I know all the feeling for many times I've been on that same situation, but for me the ways to overcome depression are:
1. Give yourself a little rest. Stop thinking on those problems for a while, free your mind until you feel that you already have the courage to face those struggles that you have. 
2.Avoid dealing with those people that makes you feel misunderstood. Talk to those who can make you feel better.
3.Cheer up a friend relative or anyone that is on the same situation of being depressed like you. It can make you feels good and if you cheered him/her and make him/her happy, then why don't you try cheering up yourself too? You can do it trust me. 
4.Learn to ask help if you feel you can't handle it anymore. 
5. And lastly for me the best way to overcome depression is to have positive thoughts, pray and seek for guidance to our dear Lord. Keep to our minds that time will not going to stop just because were sad. Life will continue no matter what so we have to learn how to deal with those problems, after all you only have ONE LIFE to live so cherish every moment and value it.