We must recognize that there is all the difference in the world between rejoicing and feeling happy. The Scripture tells us that we should always rejoice. In the Epistle of Paul to the Philippians he says: “Rejoice in the Lord always and again I say rejoice.” He goes on saying it. To rejoice is a command, yes, but there is all the difference in the world between rejoicing and being happy.
You cannot make yourself happy, but you can make yourself rejoice, in the sense that you will always rejoice in the Lord. Happiness is something within ourselves, rejoicing is “in the Lord.” How important it is then, to draw the distinction between rejoicing in the Lord and feeling happy.
Take the fourth chapter of the Second Epistle to the Corinthians. There you will find that the great Apostle puts it all very plainly and clearly in that series of extraordinary contrasts which he makes: “We are troubled on every side (I don’t think he felt very happy at the moment) yet not distressed,” “we are perplexed (he wasn’t feeling happy at all at that point) but not in despair,” “persecuted but not forsaken,” “cast down, but not destroyed”—and so on. In other words the Apostle does not suggest a kind of happy person in a carnal sense, but he was still rejoicing. That is the difference between the two conditions. . .
. . . If you want to be truly happy and blessed, if you would like to know true joy as a Christian, here is the prescription — ‘Blessed (truly happy) are they who do hunger and thirst after righteousness’ — not after happiness. Do not go on seeking thrills; seek righteousness. Turn to yourself, turn to your feelings and say: ‘I have no time to worry about feelings, I am interested in something else. I want to be happy but still more I want to be righteous, I want to be holy. I want to be like my Lord, I want to live in this world as He lived, I want to walk through it as He walked through it. You are in this world, says John in his First Epistle, even as He was. Set your whole aim upon righteousness and holiness and as certainly as you do so you will be blessed, you will be filled, you will get the happiness you long for. Seek for happiness and you will never find it, seek righteousness and you will discover you are happy it will be there without your knowing it, without your seeking it.
Excerpt from: Spiritual Depression: Its Causes and Cure