Is a complete change likely to help?

since returning from overseas i have had severe depression and subsequently been on a downward spiral screwing everything up in my life, i'm now so unhappy and feel like there is nothing there for me here,however know i am not in my usual calm state of mind clearly thinking, I'm on meds and seeing a counsellor but nothing has changed and i feel like i just have to escape from the current tcirstances, would it be silly to go away to the greek islands on my own (as i have done before) thinking that it will help me and i will be able to handle it? Or should i accept that i am now a different person and this may not work? Has anyone tried this tactic for beating depression?