It can. What helped me was learning that depression is a physical phenomenon resulting from trained signaling pathways in one's brain that can be observed and retrained. That's what CBT attempts to do, but learning some of the science behind it allowed me to really figure out what I needed to do to help myself.

These are the two books that helped the most:

"The Mind and the Brain: Neuroplasticity and the Power of Mental Force" http://www.amazon.com/gp/product/0060988479/ref=oh_o05_s00_i...

and

"Train Your Mind, Change Your Brain" http://www.amazon.com/gp/product/0345479890/ref=oh_o03_s00_i...