The work protocol of a psychiatrist and psychologist are a bit different. In case of long standing important is to find the cause and the nature of the stressor and psycho-educating  about ways to cope up with them. A psychologist would take counselling sessions and work on your cognitive development. You need to ventilate your emotions and learn to develop mature defence mechanisms to counter depression. It is a due process and once completed you would feel better.

dr shabir n dr pathak both r correct.

The three main differences between psychiatrists and psychologists are: Psychiatrists are medical doctors, psychologists are not. Psychiatrists prescribe medication, psychologists can't. Psychiatrists diagnose illness, manage treatment and provide a range of therapies for complex and serious mental illness. Psychologists focus on providing psychotherapy (talk therapy) to help patients. For adequte treatment of long term depression ,treatments combined from a psychiatrist and psychologist work best.