In Yogic teachings, breath is considered extremely important. The word Pranayama is a compound word. Prana means life force, and vital energy; it's the breath of life. Ayama means to control, restrain or hold. Pranayama could be translated as simply breath control, but there are a lot of subtle nuances in the word that are lost with such a simplified definition.
To summarize, the Yogic approach to managing depression is to take the energetic view. We can reduce depressive states and gather the strength and willpower to embark on the next phase – that of examining and resolving the underlying causes of the depression