Do not worry, you will not find yourself in front of a psychiatrist five times a week and you binge anti-depressants! therapy and / or medication may not be necessary depending on the type of depression you have. However it is important to talk with her doctor. This will make a more accurate diagnosis, whether or not you prescribe anti-depressants and refer you to a specialist or not.
The two major depression are psychotherapy against psychoanalysis, which is a substantive work and that tends to make the link between past and present events or depression, and cognitive-behavioral therapies that are designed to eliminate or mitigate symptoms of depression. One thing is clear: do not stay alone with a depressive state, this would only increase the sense of isolation.