There is good advice in the confession of the church. When you feel down and doubt that you truly are a child of God and therefore feel depressed, start feeding your faith by using the means (prayer, Bible, sacraments). Desire fervently a time of more abundant grace (emotion!) and wait for it in reverence and humility.1 Faith is more than emotion. And through faith you can direct your feelings.
1 Cantique de David. Lorsqu'il était dans la caverne. Prière.