A:  You can!  Absolutely, spirituality (one's relationship to the profound) can be deeply healing (there's the question of which God, but let's assume you're praying to a benevolent God).  But there are psychic problems that are equivalent to physical problems, that need specific helpers.  You won't kneel in prayer in order to mend a broken leg.  God may be sympathetic, but he's apparently outsourced that specific work to medical doctors.  Relationship to spirit is not the cause of a broken leg, nor is it the cause of depression.  Finding God doesn't generally, or necessarily, resolve depression, because it is coming out of a "grungier" level of the mind.  Depression involves multiple aspects of the human system, not insignificantly being the body and neurological systems.  Praying doesn't directly or accurately modify the faults, say, in serotonin production.  Praying does not modify cognitive maps of one's self and the dysfunctional beliefs we carry (because it's still an external source of love:  sure, God loves me, but I hate my guts...).

Also, we are deeply social creatures.  It's not just nice to have people around, it's required.  An infant who is deprived of contact, physical and emotional, withers and dies.  Being a hermit (just me and my God) is for most people an attempt to compensate for the painfulness of relationship, and past relationships, and finding in spiritual company what we can't locate in the world of people.  Depression has a lot to do with our relationship to our self and to others, so asking for divine assistance bypasses the origin of the problem:  what gets broken in relationship has to be healed in relationship.

So, as with the broken leg, apparently God (by whatever Name) has given over the specific work of healing depression to healers.  So it's a both/and:  relationship to Spirit, and help from everyone else who can be helpful.