Actually, in modern medicine, we are trained to offer, as first line treatment of mild to moderate depression or anxiety, CBT - Cognitive Behavioural Therapy. These are mental exercises and therapy sessions that are designed to help the patient utilize their own rational thought processes to combat anxiety or depression. And it does work. Of course, it is much more complicated than "Just Think Better!" - it's actually a rather intense process that helps teach the sufferer cognitive tricks to help break out of depression and anxiety. And it DOES work, for many patients with Mild to Moderate Depression.
Of course, it does not work for everyone, and the courses are expensive if you don't live in a country that has free public health care (Yay for Australia!) and it doesn't work for severely depressed patients who simply won't respond to CBT (it requires engagement on the part of the patient, and if you are severely depressed you have trouble engaging with anything). But the point remains that we are trained to offer courses that are, largely, designed to help people THINK better, and THINK happier. You can combat Depression and Anxiety with therapy designed to help the patient feel better about themselves and adopt a more positive attitude. It's not a simple process - the depressed patient can't just "Feel" better magically. But they can often be taught how to think in a more positive light. Drugs are not always necessary to treat depression - sure, they are good for many patients and they are a very useful tool for helping people, but they aren't the only tool and if you have mild depression you may want to try CBT instead of Anti-depressants. If CBT doesn't work, you will have to use Anti-Depressants, but medication shouldn't be thought of as the first and only solution to mental problems.
So, yes, it isn't nice to say "Just Not-Be-Depressed". Rather, patients should "undertake months of therapy designed to slowly teach them to think in ways which will lead them from depression".
