I find almost invariably when people come to me in a state of spiritual depression, that they are depressed because they do not know the faith as they should. They say: “I am such a miserable sinner, you do not know what I have been or what I have done.” Why do they say that to me? They do so because they have never understood what Jesus meant when He said: “I came not to call the righteous, but sinners to repentance.” The very thing they are saying in self-condemnation is the very thing that gives them the right to come to Him and be certain that He will receive them. Where there is a failure to learn and believe these things, faith is weak. So strong faith means to know them.
I am constantly having to say these things. I am constantly having to write them. I had to write a long letter on this very point to a man I had never seen. The poor man was miserable and held in bondage. Why? Because he did not see that Christ is the friend of publicans and sinners and that He came to die for such people. He was not clear about the Person, he was not clear about the work of this blessed Person. His faith was weak and the doubts where there because of that. There are many who go through life miserable and unhappy because thy do not truly understand these things. If only they did understand them they would find that their self-condemnation in itself is an earnest of their repentance and the way to their ultimate release.
In other words, the great antidote to spiritual depression is the knowledge of Biblical doctrine, Christian doctrine. Not having the feelings worked up in meetings, but knowing the principles of the faith, knowing and understanding the doctrines. That is the biblical way, that is Christ’s own way as it is also the way of the apostles.
The antidote to depression is to have a knowledge of him, and you find that in His Word. You must take the trouble to learn it. It is difficult work, but you have to study it and give yourselves to it. The tragedy of the hour, it seems to me, is that people are far too dependent for their happiness upon [experiences]. This has been the trouble for many years in the Christian Church, and that is why so many are miserable.
Their knowledge of the Truth is defective. That, you remember, is what our Lord said to certain people who had suddenly believed on Him. He said: “If you continue in My word then are you My disciples indeed. And you shall know the truth and the truth shall make you free” (John 8:31-32). Free from doubts or fears, free from depression, free from things that get you down. It is the truth that frees–the truth about Him, in His Person , in His word, in His offices, Christ as he is.
-Martyn Lloyd-Jones – Spiritual Depression – pp 156-157