This is absolutely true in my experience. Going to my therapist I realized that I spent all my time focusing on negative outcomes for a given life problem of mine. So much so that the failure to imagine a more optimistic outcome left me paralyzed to act. This paralysis left me feeling hopeless and depressed. As I talked things over I realized that:

1) We have a perverse tendency to reinforce our existing views in new experiences. For example, if one believes he/she is not a very charming and likable persom, every opportunity to make a new friend may thrown away because the person doesn't have confidence to present themselves in an interesting way or the person may misinterpret another's neutral body language as a negative signal during a conversation.

2) Experience is the best teacher. Experience etches things into our subconscious. If negativity is etched in our brains then it takes a strong conscious effort to over turn it. This can potentially scary because the effort to experience a positive outcome may result is us being beat down further. But we have to see it for what it is, one experience, the next may end differently. Overcoming depression requires concious effort, hope and resiliencey. This is not something that happens overnight.