This life is a test and not the everlasting life. Our real future is hereafter, where the everlasting happiness for the believers and suitable punishment for the enemies of Allah (SWT).
Depression and stress is common in this life because of many reason related to the nature of this life and our wishes to get all good things , yet we can not get every wish we have, and we can not get rid from our fear from expected or unexpected harms but only by being with Allah ( SWT).
In Hadeeth Qudsi, Allah (SWT) says: My servants are asking me something which I have never created, which is full comfort in this life ( Dunya), and they leave asking me what I have created which is the full comfort Hereafter.
The best way to tackle depression and stress is to :
1. To rely on Allah and leave every thing to His Wisdom and Mercy after performing our duties. The believers know that every thing is in the hands of Allah, that is why they rely on His Mercy and depend on His Wisdom. The believers have no fear nor sadness as Allah says in Quran: (Verily, the sincere servants of Allah have no fear, nor grief) (Younus: 62) .
2. It is also very important to remember Allah repeatedly because of the fact that remembering Allah is the only source of peace in mind. ( Those who believe and get peace of mind ( tranquility in their hearts) in remembering Allah, Verily, hearts gain peace by remembering Allah) ( 13: 28).
3. To remember the bounties of Allah on you which are countless and can never be countered by all your difficulties. Thank Allah for His bounties on us will make the bounties increase and will decrease our difficulties.
4. To look at those who have more hardships than you, you will then appreciate what Allah( SWT) Has granted you. In the Hadeeth : ( Look in you worldly matters to those who have less than you, to appreciate the bounties of Allah you, and never look to those who have more than you as it might make you underestimate His bounties on you.
5. To remember the fact that The Mercy of Allah, is much greater than all our problems, with seeking from Allah (SWT) to erase our problems by His Great Mercy.
6. Remembering your previous difficulties which were removed and solved by Allah ( SWT) who is The Most Merciful, and trusting the He will never leave you alone.
7.There are many Quranic supplications to tackle depression and stress and to gain tranquility and peace of mind e.g. 40: 44, 3:173, 9:59, 39:36, 10:85, 67:29 and many other verses. Repeating these Quranic supplications and supplications from the Prophet (SAWA) and Ahlul Bayt (AS) is very useful.