A compilation from the works of Sri Aurobindo and the Mother.

"The rule in Yoga is not to let the depression depress you, to stand back from it, observe its cause and remove the cause; for the cause is always in oneself, perhaps a vital defect somewhere, a wrong movement indulged or a petty desire causing a recoil, sometimes by its satisfaction, sometimes by its disappointment. In Yoga a desire satisfied, a false movement given its head produces very often a worse recoil than disappointed desire.
What is needed for you is to live more deeply within, less in the outer vital and mental which is exposed to these touches. The inmost psychic being is not oppressed by them; it stands in its own closeness to the Divine and sees the small surface movements as surface things foreign to the true being." – Sri Aurobindo

"Indeed, depression is the worst of all illnesses and we must reject it with as much energy as we use to get rid of a disease." – The Mother