The Yeshiva World has a thread started by someone who was curious about the Torah's view of depression. A few individuals recommended various sefarim including Chovot Halevavos - Shaar Habitachon, Orchos Tzadikim - Shaar Simcha and Shaar Daagah, as well as Pele Yoetz - Atzvut and Simcha. I found that Rabbi Mansour gave a series of lectures on the Pele Yoetz.
Chapter 1 can be found here.
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