There's an interesting blog post on Psychology Today about Mindfulness for Depression. The author struggles with Bipolar Disorder and has learned to use mindfulness to help her manage her moods.
Practical mindfulness, one tool I use to manage the emotional storms
of my mood disorder, involves something more: a purposeful,
‘unconditional friendliness' and awareness towards the inner goings-on
of my mind, the subtle shifts in my emotions and body, ideally, just as
the microscopic changes from ‘normal' mood into depression begin.
Under this warm light of compassionate witnessing, unspoken, almost unbelievable, transformations start to take place.
Practicing this art daily, when things are going well or
especially when they're not, increases clarity, compassion, patience,
and allows well-being to unfold.