Hebrews 4:15-16 says “For we do not have a high priest who is unable to sympathize with our weaknesses, but one who in every respect has been tempted as we are, yet without sin. Let us then with confidence draw near to the throne of grace, that we may receive mercy and find grace to help in time of need.”
When you suffer, God is making you more like Christ. As christians, we are called to be Christ-like, so by enduring suffering, we are becoming closer to God. When someone insults me or something to that effect, I thank God because He’s making me come closer to Christ. Thank God for your suffering – it goes a long way to help one who is depressed. Christ went through far more suffering than we have, so He will understand what it’s like to feel depressed when you pray to Him. Isaiah went as far as to say that He was “a man of sorrows”.