You have to stop the depression voice as soon as it starts. That's when it has the least power over you. You can't let it get a turn to speak. Tell it "enough is enough". It's a devil. And like all biblical devils, it can't invite itself in. You have to let it in. Also like biblical devils, once it's in, it grows quickly and it becomes impossible for you to shut the devil up.
Avoid activities that lets it get a turn. Get out of bed when you wake up and do something beside laying around. Avoid sitting around and doing nothing - there's meaning behind the phrase "idle hands are the devil's workshop".
The moment you feel it creeping up, do something that makes you think or keeps you occupied. Do you like woodworking? Build something. Do you like coding or painting? Design something. Do you like model trains? Build out an environment or mess around with the one you currently have. Like storytelling? Write a book or poem or screenplay or comic or whatever else inspires you.
Playing around with your passion, no matter how bad you are at it or how insignificant it feels, is what keeps your devil away.
Try talking with someone you trust about your depression when you feel it coming, whether this be a therapist, family member, friend, religious member or just someone halfway across the world that you don't know. Just talking about it can be enough for you to see the problem from the outside and learn to avoid it.