Some people are more susceptible to depression, that's clear. You mentioned mindset, but therapy approaches are not tantamount to just "rationalizing" your way out of depression. If it were that simple no one would be depressed. Interventions are a multi-pronged approach, but for those dealing with cognitive factors, they apply training with workbook exercises. The CBT way is to learn to recognize distorted unrealistic thinking, there are also approaches that attempt to mitigate automatic thinking or the emotional reaction to it. Bottom line is the research suggests this is generally effective.