The campaign is a departure from previous campaigns, which tended to focus on the risks of depression.
The charity has emailed campaign packs to 6,000 employers, policy-makers and media and healthcare professionals ahead of National Depression Week, which runs until Sunday. It hopes to reduce the stigma associated with the illness.
"We think people are now aware of the signs of depression after previous campaigns," says Amelia Mustapha, marketing and communications director at the alliance. "We're now being more forthright by attacking the condition and showing people they have a part to play."
The campaign pack contains posters and leaflets that present awareness-raising tips, including advice on writing press releases to local newspapers or lobbying MPs. It also contains briefings for policy-makers and a list of relevant MPs, including those the charity identifies as "misguided" about mental health.
Training packs advise employers to create good working environments for staff. They recommend keeping people at work rather than signing them off with depression, which can lead to a drop in confidence and make it hard for them to return. The alliance adds that providing staff with better support can save employers money by reducing sick leave.
Mustapha says: "It's time to be more proactive, because certain ministers and the media have tried to deconstruct depression and have falsely claimed it isn't a real illness. But treatments are needed, and people must pull together to beat it."
In a survey of 644 alliance members suffering from depression, 99 per cent reported experiencing physical pain and 85 per cent said their quality of life would improve if this could be managed effectively.
The charity believes one in five people will be affected by depression at some stage in their life. It wants to raise public awareness of this figure so that depressed people will realise they are not alone.
Alison Lawrence, the charity's chairwoman, said: "Early intervention is very important in treating depression effectively." She hopes the campaign pack will encourage thousands of people with depression to come forward to convince others that they can find a suitable recovery path.
To that end, the charity has launched an online service, Pulling Together, which provides a searchable database of case histories and a series of resources to help anyone affected by depression to cope with the condition more easily.