A psychologist is someone who specialises in psychotherapy, the so-called "talking therapies".
In order to become a psychologist, one needs to do an undergraduate course (usually a B.A.) with psychology as one of your majors, followed by an honours degree in psychology. Students have to go through a stringent selection process in order to be able to do a Masters degree in Psychology. Course work is followed by an internship, a year's community service and a professional board exam.
There are several divisions of psychology, including clinical, counselling, educational, health and industrial. Depression is usually treated by a clinical or counselling psychologist. All psychologists must be registered with the Health Professionals Council in order to practise.