Depression can come in response to specific ("depressing") circumstances or events, and it can come from hormonal or biochemical conditions. Depending on cause, different professional routes may be helpful.
Other contributing conditions (e.g., social isolation; career confusion) may be addressed well be a counselor worth their salt. [ Keep in mind that how 'loudly' you complain about how awful you feel will affect how much the counselor accelerates (or not) getting you more significant/experienced assistance. ] The 'right' counselor should be able to convey to you that they take your issues seriously and that they genuinely care about you and finding solution(s) that work for you.
Friends can provide some of the support and perspective that a professional counselor does, but usually not enough when you've really got yourself into a clinical depression. Plus a professional will have guidelines to know whether you are a candidate for referral to someone who can consider whether an anti-depressant might be worth trying. I'd encourage you to keep looking until you find a professional who's really an effective ally during these trying times.
Thinking of you