What do you think is required for a change of life?  Remember that we are looking for heart changes that lead to life changes. This is beyond “feeling better.”  As biblical Christians, we endeavor to stop placing the focus of the heart on “self” and are instead thinking about, “How can I glorify God in my circumstance?” 
When God and His glory become the focus, a person begins to accept and understand certain things that God wants them to learn through the suffering they face. They must then put into action the things they know are right to do. This includes being respectful, humble, demonstrate faith and trust in God in spite of how they feel.
I have learned over the years that as much as we dislike suffering, it is the perfect place for God to do some of His best work! This is because suffering reveals the heart! 
Once a person gets a glimpse of what is dwelling in the heart they can begin renewing their mind with Scripture that will enable them to put off the sinful desires of the flesh. These may be any kind of desires, and specifically the selfish desires that keep someone focusing only on themselves and how they feel.
If you are someone who struggles please understand that it is important to examine your belief systems. What you think or believe about an issue will determine how you respond to it. For instance, if a person believes depression is largely biological, they may think the most they can do is get long-term therapy or take a pill to feel better. If a person suffering with depression does not have a biological problem (the truth is that very few cases of diagnosed depression are biological. Most cases are in fact not able to be medically/scientifically proven but are based on subjective reasoning and questions.) then a true alternative is to allow the Lord to affect their belief system by the truth of His Word, and application of biblical principles. 
Whatever the issue is, the Holy Spirit uses the Word of God to change ungodly thinking patterns that develop over time. Through His conviction, people come to believe that their behavior has become less than honoring to God. An attitude of repentance takes place when the belief system is affected and a new understanding develops and he or she comes to believe their actions grieve God and cause Him sorrow. 
As their biblical counselor, part of what I do to help my counselee is to help her understand the diagnostic terminology that is sometimes used to describe their behaviors and feelings; I want to know what these words represent to them. I find it is very helpful to the counselee to biblically define the terms that psychology uses, even though we are approaching their problems from a spiritual perspective.
It can only be called miraculous to watch a paradigm shift take place in someone’s mind as they begin to understand that diagnoses like major depressive disorder are not life sentences but only words that psychology has created to define behaviors. When she sees that she won’t find “alcoholic” or “self-image” in the Bible, but she can find “drunkard” and “prideful” she is encouraged to understand that long before psychological terms were invented, God knew the behaviors and had the remedy at hand. 
Rather than seeing herself through those terms, she is taught who she is in Christ. Counselee’s are encouraged to check a concordance for words like “justified,” “sanctified,” “called,” “elect,” “blameless,” and “holy.” We suggest memorizing or making index cards of the Bible verses that reveal how these words apply to them.
I encourage my counselee’s to look for God at work in their circumstances. Examine the life of biblical characters such as David, Samuel, Ruth, Naomi, King Saul, Samson, Elijah, and Paul. These people had many trials in life and they were all used by God and still testify to us today; how did they handle their crises and troubles?
So, where is your focus on today? Do you just want to be “feeling better”? If so, change your focus to “seeing Christ.” The goal of true change is to see only Jesus Christ. He is your answer.