Many people who experience depression use alcohol as a way of coping. This can be disastrous, since people with mental health disorders who self-medicate with alcohol are at high risk for addiction. But in some instances, it is alcohol abuse that brings on depression, altering what is assumed to be the normal cause-and-effect relationship. Either way, when alcohol abuse and depression occur together comprehensive treatment is the only answer, preferably at a residential treatment facility that can treat both the depression and the alcoholism at the same time.