Depression in men is mostly a product of being unable to bend his environment to his will.

To get more practical: the cure for depression in men is to formulate a mission, go off into the risky unknown to pursue it, become competent enough at the requisite skills that they can actually progress toward it, and then make the mission grander and grander as their competence developers further so they stay maximally in the "fun zone" of "hard enough that they're not bored but not so hard that they are constantly failing".