Hypnotherapy is very effective for relieving depression.  Depression can be caused by all manner of things, but essentially it is a thought process.  Thoughts lead to feelings that lead to behaviours.  If a person is thinking negatively, it will lead to negative feelings and then behaviours that reinforce those negative thoughts and feelings.  Hypnotherapy can break this negative cycle to allow a client to think more positively, which will in turn cause them to feel better and behave in a way that then enhances those positive thoughts and feelings.  As this cycle continues, they continue to feel better and better.