Dear Jesus, I walk in the valley of darkness for I suffer from depression. I feel unloved, rejected, useless to myself and useless to others. I feel lost in a world I no longer understand. At times, I want to sleep and never wake up again. Lord, I believe that Your love is a transforming love. Jesus, Son of David have pity on me. Out of the depths, I cry to You.
Lord, even though I feel nothing, I still praise You for the wonder of my being. You have formed me in my mother's womb and watched over me to this moment. I am precious in Your eyes and You love me. On the cross, You shed Your blood for me. You have carved me in the palm of Your hand. For all this, I give You thanks and praise.
May Your Precious Blood give new life to me and to all those who suffer as I do. Take each one of us and hug us to Your sacred and loving heart. Through Your glorious wounds may we be healed.
Dear Jesus, when You fed the crowd in the desert, You wished to gather up the fragments, lest anything be lost. As I wander through a desert and darkness of my own, I ask You to gather up the fragments of this shattered being, lest anything be lost. Through the prophet, Joel, You promise to restore the years that the locusts have eaten [Joel 2:25]. I ask You, lay Your hands gently on my weary head and restore me. Let Your face shine upon me and give me back the peace and the joy that has been lost.
This prayer is taken from http://www.circleofprayer.com/depression-prayer.html, with some typographical corrections. I am hoping they will not mind my reposting (contact me if affiliated with source and have objections).