In Gallop-Healthways interviews asking subjects to self-report on their personal experience, researchers found that "very religious Americans are less likely to report having been diagnosed with depression."
The exact percentages of people diagnosed with depression from this Gallop study (of 550,000 people) are as follows:
Moderately Religious- 20.4%
Not Religious- 18.7%
Another study, conducted by Joanna Maselko of Temple University, found that socially isolated "people who feel close to a higher power and pray often are more likely to be depressed" than those who attend religious services and have a social network base. The researchers believed that those who isolate themselves use prayer as a coping mechanism for depression while those who form relationships find that this faith-dependent social base "prevents depression."
A final study, completed by Raphael Bonelli (of Sigmund Freud University in 2012), found that depression rates were lower in religious persons. Bonelli agrees with Maselko in asserting a correlation between membership in "faith-based communities" and the prevention of depression: "religious or spiritual (R/S) beliefs and practices may be used to cope with or adapt to stressful life circumstances" thus reducing susceptibility to depression.
Therefore research shows that one reason religious people with membership in faith-based communities (the exception is religious people who isolate themselves) may suffer less depression than non-religious people is that the like-minded, positive community with love as its underlying presupposition acts as an efficient and effective coping technique or mechanism to "prevent depression."
People who believe in God have a less chance of being diagnosed with depression as compared to atheists because belief in God makes them believe in something larger than themselves, apart from that they have faith that no matter how bad things get Someone will always watch out for them.