Alright, some things in life happen that are beyond our control. Death is one of them. We all have to die one day.
You need stop regretting about the fact that she is there no more. Yes, I know, it's always much easier said than done but you have to start from somewhere and move on with life. She is not going to come back if you keep on recalling her memories. In fact, her soul will be hurt to see you in a depressed condition.
Try diverting your thoughts when she comes to your mind. Try to get involved in physical exercise, be busy, and spend more time with people closer to your heart. Being alone is not going to help the cause.
As far as depression is concerned, well, follow your doctor's advice and do not miss any of the medications. Try being cheerful in life and give a beautiful smile when you meet people. When you get up every morning, tell yourself, "I am happy and I am truly happy". Thank God for whatever He has given you. A little bit of meditation can help to a great extent.
Please don't regret for what you don't have and what you have lost, instead focus on what you have and what you can achieve with what you have. You have to work with the things that you have not the ones that you don't.
If I can be of further help, feel free to ask!
God bless you!