Animal therapy can be very effective for depression. However you need to consider how debilitating your depression is before you choose which pet. With extreme forms of depression there may be days when you just can’t face getting out of bed never mind get up and take the dog out for a walk. Animals rarely have off days so you need to choose one that needs reduced attention if your illness is debilitating.
If you have a mild form of depression then the best type of pet is either a dog or cat. It has been proven that nurturing another creature and focusing on its needs can help to shift your focus away from your depression. The therapeutic benefits alone of stroking an animal are huge so choose a pet that likes to be handled.
Pet rats are also a good choice. They are clean and relatively easy to house train. They are fun and awake during the day.
Make sure you have a back up person to help you out if you have an off day and make sure that is in place before you commit to a pet.
Alternatively get in touch with a pet charity and volunteer to work with animals. This gives you the chance to test it out and appreciate what you’ll need to commit to when caring for a pet.