Since we are to...
Rejoice always, pray without ceasing, give thanks in all circumstances; for this is the will of God in Christ Jesus for you.
1 Thessalonians 5:16-18

So then even in times of trouble, depression, and fear, we must give thanks; as part of our spiritual act of worship.

"The one who offers thanksgiving as his sacrifice glorifies me;
to one who orders his way rightly
I will show the salvation of God!"
Psalm 50:23