While the Puritans thought the cause of depression was the result of an overabundance of black bile, many divines got the experience right. We can learn from their example and do our best to understand the pain and suffering of depression/despair that most struggle to put words to. Here’s one such description from Thomas Brooks (Works, v. 4,p. 260, 1867/1978)
It is possible that the sadness, sorrow and grief of those particular saints that thou hast thine eye upon may arise from the natural constitution of their bodies. Many saints are often cast into a melancholy mould; for though grace changes the disposition of the soul, yet it alters not the constitution of the body. Now there is no greater enemy to holy joy and gladness than melancholy, for this pestilent humour will raise such strange passions and imaginations, it will raise such groundless griefs, and fears, and frights, and such senseless surmises and jealousies….A melancholy constitution is Satan’s anvil, upon which he forms many black, dark, and dismal temptations…
Musings on Faith and Psychology 
Another good article on depression is at http://www.ccesonline.com/whatdoyouknowaboutdepression.htm