Perhaps we have different anecdata, but I think gratitude journaling may work better indeed for people who aren't truly depressed. In my own case and the few coworkers I unfortunately recommended gratitude journaling to (who were, like me, quite depressed), it was basically a wrote exercise, in one ear and out the other. Forced journaling just becomes a chore like any other, and it is one in which people spend time "in their head", which is exactly the opposite of what people with depression need to do.

In my case (and in the cases of the aforementioned coworkers), a much more useful activity is to participate in some low-key social activity where people see and accept you. It is so much easier to "bask" in the very minute friendship affection shown by others than to try to think and affirm one's way out of depression by merely writing stuff down in a journal. Anything from rock climbing to amateur basketball to even stand up comedy (one extremely brave depressed friend of mine did this, not me! still scary...), one can take part in letting other people help regulate one's emotions; attempting to DIY this via affirmations and journaling for someone with chronic depression is not a fruitful endeavor.