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Zohar II 165a [translated by Gershom Scholem] – Depression and unhappiness

One may ask, If a man be deeply troubled and sunk into sorrow, and his heart is heavy, yet because of the tribulation he feels the urge to go to the heavenly King to seek solace; is he then to desist from praying because of his sorrowfulness?

What shall he do, since he cannot help it that his heart is heavy? 

The answer is that "from the day of the destruction of the Temple, all gates to heaven have been closed, but the gates of tears have not been closed," and suffering and sadness are expressed in tears.

Standing over the gates of tears are certain heavenly beings, and they break down the bars and locks of iron, and allow the tears to enter, so that the entreaties of the grieving supplicants go through and reach the holy King, and the place of the Divine Presence is grieved by the sorrow of him who prays, as it stands written: "In all their afflictions He is afflicted" {Isaiah 63:9}.

And when the King, entering the place of the Presence, finds her grieving, then all her desires are granted to her.

Hence the supplication of him who sorrows does not return empty to him, but the Holy One, be blessed, has pity on him.

Blessed is the man who sheds tears as he prays before the Holy One, be blessed.