Some studies are being done on the direct effects of hypnosis on certain conditions including depression. The results seems promising. Working with a hypnotherapist and using cognitive hypnotherapy (a form of hypnotherapy specifically being used for the treatment of depression) can help to lessen symptoms like anxiety, stress and insomnia. It is important to remember that, like almost all treatments, this is not a one-stop answer to treating your depression. One treatment will not cure anyone of anything. Hypnotherapy is a process just like talk therapy and any other treatment regime. The great thing is that there are few, if any, known side effects to using hypnotherapy and there are potential benefits to be had.
Check out more on Depression and Hypnotherapy.