Muscle relaxation exercises relax your body and mind, giving you an opportunity to recover from the excess norepinephrine and steroid stress hormones that are part of your stressful life. When you are totally relaxed, you will experience some immediate relief from your depression. You can learn relaxation techniques from behavioral psychotherapists or you can try this one on your own.
Start by sitting comfortably in a chair or lying down. Breathe in and out slowly a few times. Now slowly take a deep breath as you contract all the muscles in your toes, feet, and legs. Hold your breath a moment while you keep your muscles tight, then breathe out slowly and relax your muscles. Take another deep, slow breath while you tighten all the muscles in your abdomen, shoulders, arms, and fingers. Hold your breath for a moment while keeping your muscles tight, then breathe out, and relax them. Now take another long, slow breath in while tightening the muscles in your neck and face. Hold this breath for a moment while keeping your muscles tight, then breathe out, and relax all your muscles. Now notice your breathing. As you slowly breathe in, imagine you are gathering all the stress in your body. Then breathe out slowly, and exhale all your stress along with your breath. Continue this breathing for a minute or longer if you like, until you can feel that your body and mind have relaxed. Use this muscle relaxation technique twice a day, or any time that you will have to deal with a stressful event.