As a psychotherapist I hear this all the time...those who opt out on drugs and those who opt in and each believe theirs is the way out of depression. But WHOA! There are different TYPES of depression that need different types of treatment.
There is situational depression (ie, her mention of an adjustment disorder) which is resulting from an external life event. This depression, early on, can be dealt with in lots of ways: cognitive-behavioral therapy, spirituality, exercise, prayer, journaling, support groups, you name it!
Sometimes, untreated situational depression that becomes unrelenting (a chronic life problem going on) can actually then become the 2nd type of depression: chemical. Chemical depression is rarely treated without medication. You can't "will" more endorphins. Just like you would not ignore diabetes and just say you can "get yourself out of it" the same is true about chemical depression.
However, many people rush to treat type 1 depression with meds without trying to do other things FIRST. But people who have been diagnosed with serious depression problems like major depression, chronic/reoccurring depression or bipolar (formally manic depression) are not likely candidates for anything BUT medication to begin with. Once it is stablized they can then add OTHER therapies to it. Their situation might change in the future where they can come off meds, but once you are in the chemical depression, it's nothing but endorphins that can pull you out. Ignoring it is what makes people often suicidal.