You gambling activities should not be linked with your feelings or emotions.
Gamble with the brain and not with the heart... When we become emotional players things will never end fine because we are wagering based in a "Good feeling", and if we have the feeling that a good win is getting close but it never comes, then we can get on a deep hole.
When we are depressed gambling or drinking is a terrible option and we should stay away from those two bad habits until we feel better.