Much human-computer interaction work related to depression focuses on the population level (e.g., studying social media hashtags related to depression) or evaluates prototypes for digital interventions to manage depression. However, little is known about how people living with depression perceive and manage technology use, such as time spent on social media per day. For this study, we interviewed 30 individuals living with depression to explore their technology and social media use. We find that these individuals demonstrated emergent practices related to self-regulation, such as learning to monitor and adjust technology use to improve their emotional, cognitive, and behavioral health. Our findings add a human-centered viewpoint to the relationship between living with depression and technology and social media use. We present design implications of these findings for better empowering individuals with depression to encourage their natural inclinations to self-regulate technology and social media use.