Depression comes not from having faults but from the refusal to face them. There are tens of thousands of persons today suffering from fears which in reality are nothing but the effects of hidden sin. The examination of conscience will cure us of self-deception. It will also cure us of depression.
-Bishop Fulton Sheen, Peace of Soul
The wicked run scared when no one is chasing them!
But the good are as bold as young lions.
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Of course, depression comes to us in many forms. There are some kinds of depression that need counseling and medication. But the what the good bishop is referring to is a layer of discontent and restlessness in our lives that hardens as a result of unearthed sins. In addition to Proverbs 28:1, the book of Wisdom also says that a distressed conscience magnifies misfortunes. Those who are not friends with God are not at peace with themselves. And to be sure, this is manifested when they exaggerate the things that "could" go wrong in the future (i.e. the media exploits this kind of fear quite often because, quite often, many of them are burdened with it. It also makes for good ratings).
Another way is this is manifested is that they are hypercritical of God and the Church. Quite often, this cynicism creates a depressive outlook on life. And sadly, it also excuses them from making needed changes in their lifestyle that would eventually lead to a happier, more joyful life.