I work with a style called Worsley Five-Element Acupuncture. It primarily works on the emotional side of a patients health, so if you can find a practitioner who is trained in 5-Elements (Worsley Style) then that can be even better for you. If not, most all practitioners know how to treat emotional imbalances on a general level.
Quite often lifestyle, diet, environment, family, friends, job etc can all contribute to your issue, so expect the practitioner to talk to you a bit like a psychologist might. They'll ask questions to learn how you react and how you think and together they can help guide you to a more fulfilling path or help you navigate your choices in life more appropriately.
Good luck, be sure to find a Licensed Acupuncturist (L.Ac.) in your area. If you try it and don't like the first practitioner so much, give another practitioner a try. Just like any other doctor or service, not everyone is a good fit for you. Look around and you'll find one who you click with.
Acupuncture can also be used to support western medical treatments such as therapy and medications. Some patients are even able to wean off their medications. If you are taking any antidepressants or other medications to treat your depression, work with your Doctor to adjust doses. DO NOT adjust these medications on your own. If done improperly, it can lead to major mood instability, severe depression, and even suicidal thoughts.
According to recent studies, acupuncture treatment can also help to decrease the stress hormone cortisol, lower blood pressure, reduce the heart rate, and relax muscle tissue. Acupuncture is a valuable adjunct therapy for those suffering from mental health disorders. Acupuncture keeps the flow of energy unblocked, and individualized treatment and holistic approach, acupuncture practitioners consequently treat the true source of the depression.
The how is a little tricky. Let's start with the SSRI drugs. If you look at a patient information leaflet for one of these drugs and check out the mechanism of action section you'll see that we don't really understand how these substances work. We know that, in many cases, they do and we're willing to tolerate the side-effects to achieve the beneficial result of the drug.
Acupuncture in depression is in a somewhat similar boat. We don't have a clear mechanism of action. We do have some good ideas about what's going on: promotion of the parasympathetic (rest and digest) nervous system as well as effects on the GABA system in the brain. Does this account for the entire effect? We aren't sure. What we do know is: as I mentioned above, acupuncture is almost always at least as effective as the SSRI drugs when tested head-to-head in mild to moderate depression.
The advantage goes to acupuncture because it has a very low risk/side-effect/adverse event profile. All other things being equal acupuncture, performed by a licensed acupuncturist who graduated from Chinese medical school, is fairly safe. Another consideration: in the long run, acupuncture is likely to be more cost effective as well.
Essentially, we're comparing two things: we don't have a clear understanding of why either one achieves the effect it achieves, but we're pretty sure both things achieve the effect we want. One thing has a long laundry list of potential negative effects and, over time, can be very expensive. The other thing has a much shorter list of potential negative effects and over time is cheaper.