“What kind of therapy is used to treat depression?”

Various psychotherapies, mediation, exercise, medications, TCMS, ECT, ketamine.

The most publicized non-pharmacological treatment for depression is cognitive behavioral therapy. However, in my opinion, the most important factor is choosing the best therapist for you. The qualities of the therapist are more important than the therapy technique. There are also a number of fine self help books on treating depression. My own favorite is Getting Undepressed by Gary Emery.