I mean… it somewhat works? It won’t fix all your issues, but you will feel better, and it’s a good first part to get out of the depression. Although, I guess most people won’t be able to do fight depression without some prescribed medication.
Speaking from my experience I mostly defeated my depression just by myself, even though I still feel depressed from time to time. But it is also a part of my character to not seek help from others, because in my childhood and in later years, no one really helped me in any major way, so I just learned to force getting myself into be better shape, because at some time in my life it felt like the only rational thing to do.