There are different things that can cause depression. For example it can be caused by another condition, such as poor thyroid function. You would want to talk with your doctor.
The most important thing is knowing how to cope in a moment of crisis. It's very important to calm down. This will make you feel better and let you think clearly.
A very easy way to calm down is just to breathe slowly. A doctor recommends inhale to a count of 4, exhale to 6. You'll feel better in 5 min or less.
Also, simple distractions can be very good. This video has suggestions. It also has a very good hotline. No one will bother you if you call.
https://www.youtube.com/watch?v=1yBXl81QPyY&t=7s