Other than medical intervention, which I cannot overstate the helpfulness of, I find that caretaking hobbies have helped my mental wellness. I have a diagnosis of bipolar disorder but I think this is still relevant. I have a cat so that is a big one, but I also keep many plants.
My plant collection is a great way to cope with things. Every day I can spend 15 zen minutes watering and caring for my collection. I grow sturdy plants, so if I have to dip out for a week or two to go to the hospital (which has been known to happen) they’re thirsty but fine. Some plants die and some thrive, it is like practicing acceptance on a smaller practice scale. And when I’m depressed I can see each morning that something about my plants did change, they are growing, time is passing, and the depression will pass too.