A statement of the Baal Shem Tov that is recorded in the Tzavaat HaRivash:
Sometimes the yetzer hara deceives you by telling you that you committed a grave sin when there was really no sin at all or [at worst you violated] a mere stringency. His intent is that you should feel depressed as a result thereof, and thus be kept from serving the Creator, blessed be He, because of your depression.
You must understand this trickery, and say to the yetzer hara: “I will not pay attention to the stringency you referred to. You speak falsely, for your intent is but to keep me from His service, may He be blessed. Even if there really was a degree of sin, 1 my Creator will be more gratified if I do not pay attention to the stringency that you pointed out [to me] to make me depressed in His worship.
“In fact, I will serve Him with joy! For it is a basic rule that I do not think the Divine service to be for my own sake but to bring gratification to God. 2 Though I ignore the stringency you mentioned, the Creator will not hold it against me, because I do not pay attention to it only so that I will not be kept from His service, blessed be He. For how can I negate His service, even for a moment!”
This is a major principle in the service of the Creator, blessed be He: avoid depression as much as possible. 3
In our lives, we often convince ourselves that something which happened is worse than it really is. Once that occurs, the consequences are terrible. It becomes easy to spiral further down once sadness enters our psyche.
In looking at this piece of the Baal Shem Tov, its seems to be a primary text about Hasidic thinking. Much of early hasidut revolves around Devequt, connecting to G-d. While this is not the only element of hasidic thinking, it plays a major role. With that said, one of the common challenges of Devequt is the warding off of depression. Remedies include the famous words of Rebbe Nachman, that it is a mitzvah to always be happy. One of the reasons for this constant need to be happy is that in order to connect with G-d, one must be in an ecstatic state, not a depressed, qatnut state. Additionally, as has been documented in many studies, many Hasidic rebbes suffered from depression, often of the manic-depressive variety. As an example see Zvi Mark’s “Madness, Melancholy and Suicide in early Hasidism,” Kabbalah 12 (2004) 27-44. I specifically mention this piece by Mark, who has also worked specifically on psychological issues in Rebbe Nachman for it encapsulates the challenges of being Rebbe as well as issues of depression among Hasidic masters.