Scholars have noted that our thoughts determine our vulnerability to depression. Thinking that you are a failure or that everyone is out to cheat you, for example, will predispose you to depressive episodes.
Researchers have attempted to show the connection between thoughts and depression by encouraging negative thoughts in study participants. Study participants were provided “mood interventions.” The interventions involved listening to sad music, watching film clips of social rejection, or visualizing sad memories. The outcome was that participants reported an erosion of positive biases (or thoughts) and more vulnerability to depression.
If researchers can manipulate vulnerability to depression by providing negative “mood interventions”, I propose that the opposite must also be true. By providing positive “mood interventions”, we can reduce our vulnerability for depression. We can manipulate our depression!  In other words, the more we incorporate pleasurable activities into our lives, the more we create and maintain positive biases and the less vulnerable we become to depression.

References
Beck, A. (2008). The Evolution of the Cognitive Model of Depression and Its Neurobiological Correlates. Am J. Psychiatry, 165: 969-977.
Butler AC, Hokanson JE, Flynn HA (1994). A comparison of self-esteem lability and low trait self-esteem as vulnerability factors for depression. J Pers Soc Psychol, 66:166–177
Scher C, Ingram R, Segal Z (2005). Cognitive reactivity and vulnerabil- ity: empirical evaluation of construct activation and cognitive diatheses in unipolar depression. Clin Psychol Rev, 25: 487–510