The Psalms are hardly ever characterized merely by abstract doctrinal truth but are most often saturated with human emotion and experience. They often intimately describe the struggle of the Psalmist's soul, baring his heart to God, the reader, and even to himself. As such, Psalms have proven to be a great source of encouragement for God's people. As you read Psalm 42, you will scarcely find a better description of a depressed individual. Psalm 42 describes a soul that is in an unhappy condition – what Martyn Lloyd-Jones refers to as "spiritual depression."
A depressed Christian may seem like a contradiction of terms, as the fruit of the indwelling Holy Spirit is joy, which intuitively ought to overthrow depression. But a spiritually depressed Christian is real. While depression does not disqualify one from being a true Christian, depressed Christians are, however, missing out on a great deal and are very poor examples of the efficacy of the Gospel in the human life. Psalm 42 contains the remedy to begin to combat spiritual depression in verse 5 (repeated in verse 11). It begins by preaching to oneself: what business is it of yours to be downcast? Instead of being depressed, hope in God! Do you not remember who He is, what He has done, and what He promises to do for you? Is He not my Helper and Rock of my salvation? Why so downcast, O my soul, put your hope in God!