Do the workout thing, it really does help. Eating right does too. Investing in yourself helps, you just have to force yourself to do things that bring you out of the slump of just feeling shitty or feeling like you don't enjoy really anything. I don't know if you feel anything like I felt, but whenever I was depressed it always seemed like all the things I enjoyed doing, especially gaming, I couldn't even bring myself to do.
I spent a long time like that and I spent a long time alone, something I figure you don't have a problem with. First step for me was just admitting I was depressed and that what I was doing wouldn't make it better. I hated my life and nothing made me feel happy and nothing seemed worth the effort. Second step was admitting to the people closest to me how I felt at the time, and the catharsis it provided was immensely valuable.
You're probably not like me, and I definitely don't have a wife or kids. But the thing that worked for me is forcing myself into a place and time where depression didn't occupy me as it did before. It's not easy, and I don't know exactly how to approach it from the situation you're in except to tell you that you can't expect different results from doing the same things that put you in the same situation you're in.
Change will help, though. The situation you're in or the life you live has somehow contributed to your depression, and so a change of lifestyle or behavior might help you gain perspective, if nothing else. If it doesn't work, what do you have to lose? Worst case scenario is you stay in the same state of mind as you did before, and you get the chance to evaluate, if by no other means, through trial and error, until you can at least get close to locking down the central issue causing you to be depressed.
It won't last forever, and the sooner you realize that the sooner you'll be able to climb to the precipice you need to ascend before you can shed the weight that's holding you down. It will happen, and it may not be at a moment of your choosing, unless you choose it to be so.