Hi Belle32,
there are many support groups in Melbourne for depression. The way people mostly get referred into them is through their therapist. Some therapists also do both individual therapy and group therapy, and you can see the same therapist in both, working on specific things in both sessions. If you have a therapist already, they'd be the best one to ask about joining a group therapy program for people living with depression.
There are also forums like this one where you can post about issues surrounding living with depression. Places like Facebook have groups too, but ones where you can actually see the names of people you are talking with in the groups.
Also, if you have private hospital cover, private hospitals usually run what is called Day Programs which their doctor in the hospital refers them to. In Day Programs there is group therapy for depression as well as for other things like eating disorders and like addictions. There are also other therapies in Day Programs like art therapy and music therapy which can compliment talking groups. Patients of a doctor in a private hospital, with private hospital cover, can go to Day Program as many or as few days a week as they choose. Usually there are no Day Programs on weekends.
-Pandora's Locksmith.
