This is not to address depression, but negative feelings like sadness.
For me, it really helps to simply go ahead and feel a negative feeling like sadness. Meaning I just sit there and let the sadness go on. Without thinking "oh, I have to turn this off, I have to run away from this", like I did for decades. One thing I have learned with this technique is that the bad feelings don't really last all that long. Not one percent as long as a hangover.