Something like that. Talking doesn't always work, but there is some merit to that whole 'the power of positive thinking' thing. People who are depressed are usually stressed out. Talking and working through what's stressing you, finding ways for you to combat it, that can alleviate the stress. Less stress on the body means it's not working as hard and it can help to alleviate the symptoms of depression, as a result. That's just one example of things, though.

Does that make sense? Your body's a very interconnected system. Emotional stress can translate into physical stress, which emotionally stresses you more. It's all a terrible feedback loop and talking or medication or other therapies can one part or the other of that cycle that's feeding your depression.