If you are looking to Tone up then Resistance Training is a must. If you don't want to lose weight as such then too much Cardio may cause you to lose some. Saying this, it is a good idea to do some Cardio to keep your Heart & Lungs healthy.
Perhaps you could try Suspension Training, using a TRX strap. This is a method of training using a piece of equipment which can be secured to a door frame or a branch of a tree of frame in a playground etc. You are using your own body weight so unlikely to increase muscle size, but it's a great way of toning and improving your Core strength, Abdominals etc.
If you don't want to use any equipment there are always everyday things you can use around the house etc. Like small water bottles filled with water, sand or dried beans, you can use them for Bicep Curls, Tricep Extensions, Shoulder Presses and Lateral Raises. Try also Press ups on the floor, Tricep Dips on a bench or step. Walking Lunges and Squats for your legs. 2-3 sets of 15-25 repetitions of each exercise.
You can incorporate Cardio into a Resistance workout by making it like a Circuit, where you go from one exercise to another immediately without rest. And yes Exercise can help with Depression, it can also reduce stress hormones like Cortisol and help you to sleep better.