Here is something from the book The Shack that expresses very well what I tell my clients about the role of their beliefs in depression…

Here is something that will help you sort this out in your mind. Paradigms power perception and perceptions power emotions. Most emotions are responses to perception – what you think is true about a given situation. If your perception is false, then your emotional response will be false too. So check your perceptions and beyond that check the truthfulness of your paradigms – what you believe. Just because you believe something firmly doesn’t make it true. Be willing to reexamine what you believe. The more you live in the truth, the more your emotions will help you see clearly.