Any of the citrus including Neroli are excellent and research has found that they reduce Depression !
Research has found that some individuals have even been able to drop down or go off their medication.
Any essential oil that is liked and enjoyed will immediately uplift our emotions.
Ylang Ylang in low dilutions will aid in releasing endorphins ~ our happy hormones :)
Rose and Geranium are balancing and very supportive.
Frankincense brings inner peace and helps us to let go and move forward!
Ways in which to use essential oils for depression are ~
Bathing and foot baths 6-8 drops in total or Aromatique Bath salts
Inhalations with mini Aromatique inhalers
Body or Room Sprays 

(Source: aromatiqueessentials.com.au)