The weather, amount of time since Christmas and failing New Year resolutions are all factors that are thought to spur feeling more down than usual every third Monday in January.
However, Christian disability charity Livability has warned there are other days depression can strike.
'Lifting the lid', a free six-week course, will also equip the Church to better understand mental health.
Mat Ray from Livability told Premier the Church should encourage Christians to speak about mental health.
He said: "We hear messages like, 'if you really had faith, then you wouldn't feel like this... if you really had trust in God then this would go away'.
"But that's not really the case. Mental health is like health - it's just that people can get ill, people can recover.
"We need the Church to be a place where people can talk about this, not just shove it under the carpet and not come to church until they feel better."
Currently, one in four people in the UK are affected by a mental health issue in any given year, and mental health conditions are the second highest cause of absences reported to the Health and Safety Executive.
Ray said the Church has a role to play in removing the stigma surrounding mental health.
He added: "We want a Church that is prepared to lift the lid on some of those tough conversations."
The course, which can be found on the charity's website, was created with small groups in mind, drawing on well-known Bible stories to open up discussions on mental health.
Listen to Mat Ray from Livability speaking with Premier's Eno Adeogun: