I Samuel 30:6

I Sam. 30:6
And David was greatly distressed; for the people spake of stoning him, because the soul of all the people was grieved, every man for his sons and for is daughters: but David encouraged himself in the LORD his God.
I don't believe that discouragement and depression is a sin. Job got discouraged and God called him perfect and upright. But I do believe that staying in that state is very bad for our spiritual condition and could possibly lead to sin. We need to be able to encourage ourselves in the Lord. Find a few verses that are encouraging and post them around the house. Make a list of blessings and read it when you get down. Pray and thank the Lord for how good he is. You won't be able to stay down for long. Ask God to help you find what will work for you.