I did make a lot of changes in my life. My thinking needed to change and I had to begin to look at life with gratitude instead of the negativity that had led me to drinking and depression. I started keeping a Gratitude Journal and it helped. I turned to things I had previously enjoyed but giving up while drinking - listening to and organizing my music, reading (for pleasure and for learning), yoga and lots of walking. I meet friends for coffee. I found that I craved 'alone time' which had been something I hated and always led to drinking. It has become a gift to myself.
If you do have depression then maybe your dr will recommend medication for you. I take medication for depression, which for me, levels the playing field so I can have a chance at a normal life. I tried two therapists and neither worked well for me, but many people have a good experience. I think you should try whatever might work for you.