I didn't go to a homeopath to have depression treated. Homeopathy doesn't really work that way, despite what the labels on the remedies at the health food store may lead you to believe.
Homeopathy is based on the principle that like cures like, but the word "like" can be complicated here. Remedies are created out of substances that are known to have effects on healthy humans (ranging from mercury and arsenic to lion's milk and wind flower), diluting them down again and again until they're theoretically unable to do much of anything. However, homeopathic theory states that these dilute forms will trigger an immune response the same as if the actual symptoms are present, and kick start the body into healing the causes of those symptoms.
Remedies are "proven" by being given to healthy adults, who track what symptoms manifest after they take them. This is how a given remedy gets the little bullet points on the bottle, like "runny nose" and "arthritis." In fact, though, a remedy may effect quite a few symptoms, and a trained homeopath will identify the remedy that addresses the largest number of symptoms her or she can.
When a remedy is the correct one for a patient, it will even address symptoms you didn't talk about with the homeopath, or that have been suppressed. You can tell this is happening because you may experience little flare-ups ("aggravations,: in the homeopathic vernacular), generally not as strong as the actual symptom and lasting only a day or two. I had what appeared to be poison ivy show up on my knuckle - it was where I got a really bad case about ten years ago, one that spread all over my body.
So I didn't go to a homeopath for depression, but I discovered a couple weeks later that my remedy was addressing suppressed depression. It was a remedy I was taking daily, and after a couple of days of short temper, lack of focus, and mood swings, I consulted with her and she reduced the frequency. The symptoms went away (thankfully), and I know that the little kernel of depression inside me is being chipped away at by my own immune system.
The real point here is that homeopathy is a powerful medicine, and should not be used by people suffering from depression without professional supervision! Taking a remedy for headaches could lead to a lot of problems for a depressed person. On the other hand, undergoing treatment by a trained homeopath could be the solution after long years of suffering.