I tend to find that Meditating for Depression does not work. However meditating to help relieve Anxiety does. It is as people have said before sometimes counter productive and you end up getting yourself into a right todo because you can't seem to meditate or at least you feel that you are not.
I also use Progressive Muscle relaxation, this is also very similiar to meditating, and can help release the stresses of the day, and to also relax the muscles and in itself relax the body and mind.
Maybe just a nice bath, with some music, as cliche as it sounds can be as much meditative in itself, and possible all you need, then afterwards just watch tv, read a book etc.
Try not to focus so much on the I must meditate to alleviate my depression etc, more just make it part of your day. A nice walk through town, along the beach can just be as therapeutic.
As my CPN would say, just nurture yourself!
Hope this helps a bit, or maybe it doesn't at all, just my 2pence on the matter. lol