It is true that many people find comfort in religion when faced with problems. But religious belief does not solve the problems--it only gives the illusion of solving the problem. People can't solve problems if they are not focusing on the real cause.
Otherwise people throw children into the volcano to placate the gods instead of figuring out what really causes volcanoes to erupt--and moving away when there are signs of an impending eruption. Or they burn witches to keep away the plague instead of learning about how disease germs are transmitted-- and start washing their hands after handling infected items.
Depression, for example, has real causes. How about focusing on those real causes of depression (biochemical imbalances, abuse, financial stress, physical illnesses, etc) instead of upholding the illusion of religious belief as a way to relieve emotional distress?