Sadly, there are no proven solutions to depression yet. Some treatments work for some people, others work for others. For yet other people a combination works. Sometimes you even have to change the treatments.
First you need to make sure if it actually is depression, because you said it is right from the beginning. Only a good therapist can do that. Usually there are questionnaires that you answer. It’s usually easy to figure out if you develop it later in your life.
Talk to a psychologist first maybe. If that doesn’t work you can approach a psychiatry. But honestly, I feel mental health right now is like health practitioners were before current medical science. They would do blood letting to cure some things. Separate the left and right hemisphere pf brain to treat some mental illness.
So avoid psychiatrist meds if possible, because at times people complain of side effects.
That said, physical activity provenly works better than anti depressants, but nobody tells you that because imagine doctor saying yes, I wont give medicine, just start running 20 minutes a day.
Selling medicine is profitable for pharmaceuticals, doctors and it makes you think you’ll get treated magically.
tl;dr Start physical activity. Brisk walking, running for 20-30 minutes a day. Get sunlight like 15 minutes twice a week. Talk to a psychologist and see if that can help.
Try a psychiatrist if situation is really bad