Well, the thing about getting better, at least for me is that, you are bound to get better but it doesn't stay like that forever. I think my depression comes from neurology rather than trauma or past events, so there isn't really a "solution", you just get better at seeing past it, whether by yourself or with professionals.
So in a way, no it doesn't always get better, but it gets easier to handle and you can use that as a grip on depression. Although this is just my experience, I'm no psychologist.