[1] Blaming yourself for having depression can increase feelings of shame and make it harder to reach out for help. But paying attention to those very things, while not a cure for depression, can help you feel a lot better. Staying active for at least 30 minutes a day, three to five days a week, could substantially improve MDD symptoms. [4]Staying active for at least 30 minutes a day, three to five days a week, could substantially improve MDD symptoms. Judging Yourself for How You’re Feeling[2] But judging yourself for having depression or struggling with symptoms can make life with the condition even harder.