Can you get over depression on your own?

I've been really stressed and lonely for the past two years. And for the past 6-8 months I've been feeling what I think is depression. I'm crying a lot over the smallest of things to the point of needing a tissue or two and I feel like my life is going no wheres. I can't see happiness in anything and the rare time I do, it only last for a few minutes or less. Is there a way to get over depression without going to the doctor? I'm already talking to a counsellor but I feel like I'm becoming a bother to her.