Orthodox prayer for depression by Father Arseny, an Orthodox priest that was held prisoner in a Soviet Gulag. Another prisoner overheard Fr. Arseny praying this prayer before an icon of the Theotokos:
O my beloved Queen, my hope, O Mother of God, protector of orphans and protector of those who are hurt, the savior of those who perish and the consolation of all those who are in distress, thou seest my misery, thou seest my sorrow and my loneliness. Help me — I am powerless; give me strength. Thou knowest what I suffer, thou knowest my grief: Lend me thy hand, for who else can be my hope but thee, my protector and my intercessor before God? I have sinned before thee and before all people. Be my Mother, my consoler, my helper. Protect me and save me, chase grief away from me, chase my lowness of heart and my despondency. Help me, O Mother of my God!
This prayer is from The Saint Gregory Palamas Outreach which has Orthodox prayers for mental health, addiction, distress, and despair as well as finding work, healing, and thanksgiving, just to name a few.