In "Spiritual Depression" the author, D. Martin Lloyd-Jones, claims that Christians shouldn't be depressed or dejected. Yet so many are. They have every reason in the world to rejoice, but not all do. Therefore he compiled this book (originally given as sermons) as a biblical resource for Christians to see where they've gone wrong, and what corrections they must make.
Lloyd-Jones addresses nearly every cause for which Christians are commonly depressed, vain regrets, remembrance of a sin, trials, worries, etc. For all of these he gives very practical Biblically sound advice for restoration. Also, while I have heard some people object to the term "Depression" because of it's psychological connotations, Lloyd-Jones vehemently distances himself from camp of modern psychology.
Some of his most striking advice was, "Rule your spirit." Preach to yourself like the Psalmist did. PS. 42:11 "Why are you cast down oh my Soul and why are you disquieted within my? Hope in God! For I shall yet praise him, the health of my countenance and my God. Also, he address in depth the way in which God works to conquer our anxiety. (Philippians 4:10-12.)
In short this meager review can not do justice to the book. Not only is it a book that tackles spiritual depression in ones own life, but it gives enough biblical resources for counseling/helping others out of depression. In the end it highlights the tremendous blessings for Christians that flow from intimacy with God.