Depression & Pregnancy

I go through days of being fine and days of being not fine. I'm not on medication. I try and deal w this. 
I was doing good for a week or so and its back. The anxiety, exhaustion and just not being happy. 
I'm so incredibly blessed and thankful for things in my life (health, family, healthy baby, etc.), but this "feeling" is uncontrollable. It's discouraging.
Anyone going through this? How do you handle it? 
Per usual, I will just ride it out, what else is there to do?