It probably depends on the individual. Some people are better equipped than others to deal with depression. That's not a judgmental opinion but just a fact.
It also depends on the type of depression. Reactive depression (eg a reaction to the loss of a loved one or the break-up of a romance will lessen more-or-less rapidly) while clinical depression will almost certainly need professional help.
It may also be possible to alleviate (rather than "heal") depression by adopting a different life philosophy, perhaps based on a more spiritual outlook. But "spiritual" rather than "religious" which may simply add to the problem. Buddhism and the more spiritual aspects of Yoga might help.