One type of psychotherapy best studied for depression is Cognitive-Behavioral Therapy:
Cognitive-Behavioral Therapy (CBT) is a form of psychotherapy that emphasizes the important role of thinking in how we feel and what we do. It is based on the idea that our thoughts cause our feelings and behaviors, not external things, like people, situations, and events. The benefit of this fact is that we can change the way we think to feel/act better even if the situation does not change.
CBT is considered among the fastest forms of therapy in terms of results obtained. The average number of sessions clients receive is only 16. Other forms of therapy such as, psychoanalysis, can take years. What enables CBT to be briefer is its highly instructive nature and the fact that it makes use of homework assignments.
Cognitive-behavioral therapists believe it is important to have a good, trusting relationship — they seek to learn what their clients want out of life (their goals) and then help their clients achieve those goals. The therapist’s role is to listen, teach, and encourage, while the client’s role is to express concerns, learn, and implement that learning.