How do i control my depression without having to go get help?

My depression comes on very strong and it makes it very difficult to cope, but i know if i talk to a therapist they will just throw me on some anti depressants or into a mental hospital and i don’t want that. i just feel very lost right now and it feels like i am truly not here in the world right now if that makes sense. Any advice or tips to help with it would be greatly appreciated