The results that one wishes to transpire are dependent upon the actions one takes. Therefore, desired results require requisite action. One is not despondent for no reason, but for any number of reasons, and those reasons have reasons for them as well; that is to say, some undesired result has transpired in your life that is the cause of your despondency. Therefore, any number of reasons or undesired results are the cause for the effect of depression or sadness. If you are sad or depressed, then you need to discover the reasons why (and the reasons for those reasons, if needed) and immediately execute the requisite action needed to resolve those causes. This would imply that the only way out of your despondency is by way of immediate action. Therefore, act and continue not in your despondency.
