The cause of depression must be rooted out. Blending it in together with other stimuli is just diluting the poison, and that poison will corrupt other facets of your life. Drowning out the source of your depression is effectively the same as running away from and burying it, which can lead to self-destructive impulses that permeate the positive signals. Those impulses will leave people confused as to why they're in emotional turmoil even when engaging in things that should feel good.
Sorry if I've rained on your parade. It is good to feel good, but it is best to feel whole. That's what I want for people who suffer from depression.