I don't want to be a bearer of bad news and say long distance relationships dont work, because in reality they can, if your mentally prepared to accept the challenges of this kind of relatioship. They can work but you have to want it to, same goes with the other person.
If you feel its the root of your depression, then forget about any relalatioship right now and focus on yourself, and be independent. Cause in the real world, all you can really depend on is yourself and you need to be mentally, and physically able to take on challenges life throws at you without depending on anyone else.
There is no cure for depression, just ways to cope and handle your emotions. For some its, writing, religion or prayer, art, exercise, or some other hobby. Take time to yourself and listen to what not only your heart says but also what it craves, self love.
God bless, and good luck