Depression as an illness that is not totally preventable. Like any illness there are certain things you can do in your life to help offset the severity of depression and its progression.
What can you do to help prevent illness?
You can stay healthy, live longer, and delay or prevent many diseases by:
#1. Exercising -Do any physical activity you enjoy for 20-30 minutes five or six days a week. Talk to your doctor about the right exercise program for you.
#2. Eating well-Eat a healthy diet of different foods like fruits, vegetables, protein (like meat, fish, or beans), and grains (like rice). You should also limit the amount of saturated fat you eat.
#3. Keeping a healthy weight - Watch your portions, and try to balance the number of calories you eat with the number you burn by exercising.
#4. Not smoking -Talk with your doctor about getting help to quit smoking.
#5. Getting preventive services - Delay or lessen the effects of diseases by getting preventive services like screening tests to find disease early, and shots to keep you from getting dangerous infections.
Depression is a condition that affects a large number of people at some point or another in their lives. If you struggle with persistent feelings of sadness, hopelessness, a sense of dread about the future, a loss of zest and motivation, and shifts in sleep habits or appetite, you might be experiencing depression. Depression needs to be addressed, although there are no proven medications that can entirely cure it, and even if there are a lot of treatments carefully planned and designed for people with such disorder, we have to admit that they are quite expensive. There are natural remedies for depression readily available for those who cannot afford to undergo costly medical treatments. 
When people talk about depression, they usually mean a person who is feeling down and lethargic, and who has generally lost interest in life. Or If you have severe depression you may experience low mood, loss of interest and pleasure as well as feelings of worthlessness and guilt. You may also experience tearfulness, poor concentration, reduced energy, reduced or increased appetite and weight, sleep problems and anxiety. You may even feel that life is not worth living, and plan or attempt suicide.