When you say you can't exercise - what are your limitations - I mean are you able to do any kind of movement (sorry I don;t mean to be nosey just wondered if there is anything you can manage - sitting down movement perhaps) Exercise and movement is good if there's anything you could have a go at. There are things called Yoga Mudras which are essentially hand exercises which I have used in the past to help, yoga nidra is a type of deep relaxation which can help if you have problems sleeping - you can get CD's which talk you through the nidra
Also mindfulness and meditation - there are lots of books on mindfulness and stuff on youtube, and guided meditations.
I find music helps (sometimes even listening to sad music which makes me cry - it is a form of release I think)
What about something like a relaxation class - breathing techniques can certainly help with anxiety if that is involved in your depression, and relaxation can help untense your body and concentrate your mind on the physical manifestations of depression and how they can be alleviated.
I suspect there may be dietary things you can try too (I don't know much about this but maybe someone else will)
I have also found having some sort of routine in my life helps - even if it is a very basic one- it sort of motivates you through the day and can help you move on from one thing to the next when you get very down (But beware of being too rigid otherwise you will feel you have failed if you can;t stick to a plan)
Do you have any pets or friends with pets, petting dogs and cats releases endorphins I believe and is very comforting (actually - bonkers as it may sound a teddy bear might work too - that's just a passing thought I cuddle a little cuddly pig I have a night when I am down - sounds sill but if it helps why not? - it can't harm !)
Are you able to have a massage of any kind? I've had aromatherapy massages which are lovely, and I'm planning on trying an Indian head massage, and I know some people enjoy reflexology (hands and feet massage)
I hope you feel better soon - it's rotten isn't it - I'm having a bit of a slump myself at the moment and I find it hard to do things I know might help even while I recognise the need for them - because I get very lethargic and mentally talk everything down. I do try to make sure I cook a meal every day, so I'm eating reasonably and do something relaxing every day (knitting or reading in my case) and I try to chat to friends regularly so I don't cut myself off.