How to cope with depression

Bit of an unusual post but I feel more comfortable confining with random people on the Internet than the people around me. Anyways, I am depressed, quite heavily. Life is a struggle and it's worsened by my social isolation. There is not another person i could ever talk to this about and quite frankly I'm embarrassed. As a person, as a man and as a human. And i know I'm no different to a lot of other men, so I'm asking for help.

How do I cope with it? I already exercise, do hobbies and atleast try to focus on my studies. But every night my thoughts cripple me. How do I stop this? Please help if you can.