When someone who is depressed, when alone, it is possible that they engage in negative thinking. Try to notice if you are engaging in self defeating thinking. Social isolation or not engaging in pleasurable activities, and lack of energy are some of the signs of depression. Counseling does help as well as medication as treatment options for depression.
Yes, it is very hard to find the energy to do fun things and to socialize. Yet, you may want to try to do something pleasurable and socially engaging once or twice a week and then increase it to more days. Exercise helps increase the good brain chemicals and you may try some physical activity that you may be more reluctant to stick with than another. Not everyone likes aerobics but maybe yoga, walking, or any other form of exercise that appeals to you can be beneficial. Watching comedy and listening to up beat music can also help. The worst thing to do is allow yourself to do nothing when feeling down and out of energy. Self hypnotic cd's addressing increase in motivation and energy are out there and can be an addition to your current treatment.
Other things to consider to help with the depressed mood is to start a journal and jot down the thoughts and feelings associated with each one and see if there is a pattern and try to veer off of it. Cognitive behavior therapy is quite helpful and hopefully your counselor is also assisting you along your healing process.
Some individuals also seek alternative ways of healing such as acupuncture, aroma therapy, natural supplementation (ginsing, royal jelly, B vitamin complex, iron, etc) are all used to increase energy and you may want to consult with a holistic practitioner should you want to explore any of these treatments.
Some books I am suggesting if you're interested in alternative treatments of depression along with your counseling and doctor's care-
The Natural medicine Guide to treatment of Depression, Potatoes not Prozac, Natural Prozac: Learning to release your body's own anti-depressants.