ELIJAH....."The Pity Party"!
If the enemy can't puff you up with pride, he will try to dampen your spirit by discouragement. It's his best tool! Does it work on you? It worked on Job (7:3-11), Moses (Num 11:11-15), Jonah (4:3) and Jeremiah (15:10-18), all who were so depressed they wished they were dead! It also worked on Elijah!
Everything was going great for Elijah: the people had repented, the priests of Baal were killed and the drought was over. He even accompanied Elijah back to town after all this happened (I Kings 18:46). In fact, he ran the whole way (about 20 miles) in a pouring rain. He was helping and encouraging Ahab as he was heading back to tell Jezebel about what happened. Unfortunately it all went downhill from there, resulting with Elijah really depressed.
The TIME of Elijah's depression is quite surprising (v. 2-4). He wasn't depressed when fed by a raven or widow, nor when facing Ahab or the prophets of Baal. It wasn't until after it was over, when he experienced an emotional let-down, that he got depressed. Always watch, after every high point in life the only direction is down. If we go by our emotions we'll let our feelings control, as did Elijah. Elijah was drained emotionally and physically from the day’s activities -- and that is fertile ground for self pity and depression, especially in introverts like Elijah. At its root, depression is self pity. We feel sorry for ourselves, thinking things are too hard and God isn't fair to us. It is a self-imposed pity party! Elijah is a perfect example:
What TRIGGERED his depression was a single threat of a defeated woman. Queen Jezebel said she'd kill him for what happened. She rejected her husband Ahab’s lead and refused to repent and turn back to God. Instead she told Elijah she’d have him killed in 24 hours if he didn’t clear out of town (I Kings 19:1-2). She was powerless to carry out this threat because everyone had turned back to God. There was no reason for him to get depressed. The immediate cause of depression seldom is valid. It's just the timing of it more than anything else. At most any other time he would have easily taken this in stride!
Elijah's TORTURES were the same as ours (v. 4). He ran way from his friends and responsible, he was disgusted with life and prayed for death, he felt all alone, as if no one cared about him. All that comes from self pity, from going by emotions instead of rationally remembering God is still in sovereign control of everything. 
The most important part, though, is God's TREATMENT for Elijah. God didn’t browbeat him or make him confess his sin. He gently worked with the root problem, the cause of the depression. First, he let him sleep then sent an angel to feed him so he could sleep some more (v. 5-8). That is important when depressed. Our physical being must be healthy in order to overcome depression. Proper food, rest and exercise are a must to keep us from giving in to emotions.