Depression Treatment Without Side Effects. Since the end of the Second World War, the rates of depression around the world have soared. Depression is an illness that can destroy lives ad families. Many people try various forms of treatment before any improvement is realized. Many are not so lucky and end up paying the ultimate price. Drugs and medication are one way to treat depression. However there has been a lot of criticism in recent years over the amount of medication we are taking. Depression can be treated naturally and the natural approach should be attempted first if possible. Getting good nights sleep is essential. Sleep and mood are closely linked. When we are tired we react to things differently than we do when we have had adequate rest. Remember to sleep well and regularly. Caffeine and other stimulants should be avoided.