Summary: How shall we respond when despondent or depressed? God may allow trials in order to drive us to Him. This study of Elijah's downfall seeks to encourage those who are depressed.
“[Elijah] came to a cave and lodged in it. And behold, the word of the LORD came to him, and he said to him, ‘What are you doing here, Elijah?’ He said, ‘I have been very jealous for the LORD, the God of hosts. For the people of Israel have forsaken your covenant, thrown down your altars, and killed your prophets with the sword, and I, even I only, am left, and they seek my life, to take it away.’ And he said, ‘Go out and stand on the mount before the LORD.’ And behold, the LORD passed by, and a great and strong wind tore the mountains and broke in pieces the rocks before the LORD, but the LORD was not in the wind. And after the wind an earthquake, but the LORD was not in the earthquake. And after the earthquake a fire, but the LORD was not in the fire. And after the fire the sound of a low whisper. And when Elijah heard it, he wrapped his face in his cloak and went out and stood at the entrance of the cave. And behold, there came a voice to him and said, ‘What are you doing here, Elijah?’ He said, ‘I have been very jealous for the LORD, the God of hosts. For the people of Israel have forsaken your covenant, thrown down your altars, and killed your prophets with the sword, and I, even I only, am left, and they seek my life, to take it away.’ And the LORD said to him, ‘Go, return on your way to the wilderness of Damascus. And when you arrive, you shall anoint Hazael to be king over Syria. And Jehu the son of Nimshi you shall anoint to be king over Israel, and Elisha the son of Shaphat of Abel-meholah you shall anoint to be prophet in your place. And the one who escapes from the sword of Hazael shall Jehu put to death, and the one who escapes from the sword of Jehu shall Elisha put to death. Yet I will leave seven thousand in Israel, all the knees that have not bowed to Baal, and every mouth that has not kissed him’” [1 KINGS 19:9-18]. 
Have you ever hit the wall? I mean, have you ever reached the point that you questioned who you were, what you were doing or whether God even knew whether you existed? I am certain that all of us have been there. In fact, some of us may be there now. We have all passed through times when we whinged and whined, pouted and postured—we were doing what we were certain God had appointed us to do, and things got uncomfortable. I don’t mean that we were uneasy; rather, we felt threatened, believed our life and our future was in jeopardy. At that time, we were certain that nothing remained except for us to flee from the perceived danger as fast as we could run. We wanted to “get out of Dodge!”
Think about that. One moment you are a mighty lion, the next you are a timid mouse. For those honest enough to admit that this is not foreign territory, please know there is nothing wrong with you—you are normal. No one of us is immune to such disquieting experiences. In his second letter to the saints in Corinth, Paul writes of his personal experience at one dark point in his ministry. The Apostle writes, “We do not want you to be unaware, brothers, of the affliction we experienced in Asia. For we were so utterly burdened beyond our strength that we despaired of life itself. Indeed, we felt that we had received the sentence of death. But that was to make us rely not on ourselves but on God who raises the dead. He delivered us from such a deadly peril, and he will deliver us. On him we have set our hope that he will deliver us again. You also must help us by prayer, so that many will give thanks on our behalf for the blessing granted us through the prayers of many [2 CORINTHIANS 1:8-11].
If the Apostle to the Gentiles, the one who wrote over one-half of our New Testament, could reach a point where he despaired even for his life, why should we imagine that we will be immune to such pressure? Paul was sent by God on his mission; he knew that what he was doing was by God’s appointment. And yet, Paul reached the point of utter despair! He was ready to give up! None of the missionaries had any strength left; they could no longer cope! Not only Paul, but the entire band were ready to give up. Pressure will do that. We are driven to fear and our fear is contagious, infecting everyone near us. This is a deadly place for any of us to be.