Here's a surprising stat: Depression is the leading cause of disability worldwide, according to the latest figures from the World Health Organization. In fact, more than 300 million people are estimated to suffer from depression around the world, but only half receive the treatment they need—and in some countries, fewer than 1 in 10 get help.

At its worst, depression can lead to suicide: An estimated 800,000 people take their own lives each year as a result of depression, reports the WHO. Approximately 44,000 of those are in the U.S., according to the American Foundation for Suicide Prevention.  

For every one person in the U.S. who commits suicide, an additional 25 people attempt it.

To combat chronic depression, antidepressants such as Celexa, Paxil, Prozac, and Zoloft have been the "go to" drug treatments for decades. But an earlier Consumer Reports Best Buy Drug analysis revealed that up to half of those who take an antidepressant don't benefit very much from it—and sometimes not at all. What's more, all antidepressants pose a risk of side effects.

Now there's new evidence suggesting that a nondrug treatment should be tried first. 

Based on a large-scale, government-funded 2016 analysis by the Agency for Healthcare Research and Quality, Consumer Reports Best Buy Drugs recommends that people suffering from depression should consider cognitive behavioral therapy (CBT) before turning to antidepressants.

Are you depressed? See here for a list of symptoms.

The Trouble With Pills

Although it's true that up to 50 percent of those who have tried antidepressants have been helped by them, the list of side effects from these drugs can be daunting, ranging from the mild—diarrhea, dizziness, dry mouth, headaches, nausea, sweating, and tremors—to the more worrisome, including agitation, confusion, drowsiness, feelings of dread or panic, insomnia, loss of libido, nervousness, and weight gain. In rare cases, the drugs can trigger thoughts of suicide, and pill use has been linked to some suicides in teens and adults.

Most of the less serious side effects decrease over time, but a portion of patients find the effects so difficult to manage that they stop taking the medicine. A 2015 study in the journal Psychiatric Services found that the most commonly reported reason for discontinuing antidepressants was the side effects.

CBT and Other No-Drug Treatments

Employed in the early 20th century by Sigmund Freud to treat patients with depression and other psychiatric problems, CBT is one of the most well-known and studied talk therapies. Freud referred to it as the "talking cure."

The idea is that through CBT, you can learn to evaluate thoughts and patterns to make changes in your behavior. During therapy, your psychologist might assign homework designed to help you develop effective coping skills.

"Feeling depressed colors the way you see the world, and pessimistic and self-critical thoughts reinforce feeling depressed," says Gregory Simon, M.D., M.P.H., senior investigator at Kaiser Permanente Washington Health Research Institute, based in Seattle, and principal investigator of the National Institute of Mental Health-funded Mental Health Research Network.

"To break out of this cycle, patients start by 'calling out' those exaggerated negative thoughts and recognizing that they are just thoughts."

The most significant advantages of CBT over medications: long-lasting benefits with no drug side effects.

"There's good empirical data to support the use of cognitive behavioral therapy," says Steven Hollon, Ph.D., professor of psychology and human development at Vanderbilt University in Nashville, Tenn. "And unlike antidepressants, there's an enduring effect that helps people ward off depression in the future."

Our CR Best Buy Drugs report notes that CBT is gaining in popularity, largely because insurance has started to cover at least some of the cost. Insurers usually cover eight to 12 sessions, though not all therapists accept coverage, so ask before you make an appointment. Otherwise, a single CBT session typically costs $180 to $250. Try at least eight sessions to see whether it helps.

In addition to CBT and antidepressant treatments, the following lifestyle changes have been shown to help with depression:

Get physical. According to the research and experts we spoke with, physical activity, even in moderate doses, can reduce depression by altering levels of brain chemicals in ways that are similar to antidepressants and by encouraging the growth of new brain connections.

You may not need to work out like a bodybuilder or marathon runner to see its benefits. In a University of Texas Southwestern Medical Center study of 122 sedentary people whose depression did not fully respond to antidepressants, 28 percent of participants reported improvements in their condition three months after adding gentle or brisk walking routines to their treatment program.

"Anything that gets you moving is going to help with depression," Hollon says. "And since exercise activates dopamine, the more you do it, the more you want."

Be social. A 2015 study in the Journal of the American Geriatrics Society found that when it comes to fending off depression in older adults, frequent in-person social contact with friends and family was better than just emails or telephone calls. One way to engage socially is find a network that creates an opportunity for regular socializing, such as a book club or knitting circle.  

Schedule activities. "Withdrawing from positive activities leads us to feeling more depressed," says Simon. "There's strong evidence that scheduling positive activities can help with depression." Simon recommends that you start by "thinking small," with an activity you know you can do, scheduling it right away, and committing to it.

Steer clear of supplements. Although some evidence suggests that taking omega 3 fatty acids, St. John's wort, or vitamin D may help ease symptoms of depression, Consumer Reports doesn't encourage their use. For one, because the Food and Drug Administration doesn't regulate the quality or potency of dietary supplements, there's no way to know for certain what you're taking.

And St. John's wort in particular interacts dangerously with many medications, including antidepressants, antihistamines, birth control pills, blood thinners, insomnia drugs, and cholesterol-lowering statins.

Editor's Note: This article and related materials are made possible by a grant from the state Attorney General Consumer and Prescriber Education Grant Program, which is funded by the multistate settlement of consumer-fraud claims regarding the marketing of the prescription drug Neurontin (gabapentin).