CBT: Cognitive Behavioral Therapy, no doubt is far better than medications while having long terms goals in mind, but the question is: can it cure any kind of depression, like Seasonal Affective Disorder, Melancholic Depression etc? Or there are a few kinds of depression that can be cured only through medications?
"Cure" is a very risky word here. If I stick to it, the answer is no, because no treatment is 100% successful; not in all cases. Let's talk about significant outcomes.
CBT is not the only therapy that science has proven to have aceptable outcomes in depression treatment. Also Interpersonal Therapy, CBASP or even electroshock therapy.
Also, the recent research in the field of antidepressants is surprisingly questioning their real outcomes.You can research the works of Irving Kirsch, who found that antidepressants weren't statistically better than placebo in the treatment of depression. He found out that the research that had been done till the moment was not completely double-blinded, as antidepressants have noticeable side effects and people "knew" when they were having the drug and not the placebo... the ones having side-effects improved. It seems that the more side effects, the more effective a substance was in major depression, either being an antidepressant, an opiate, synthetic thyroid hormone... etc. You may read further here.
This recent paper has also interesting results that apply to your question:
Driessen E, Hollon SD, Bockting CLH, Cuijpers P, Turner EH (2015) Does Publication Bias Inflate the Apparent Efficacy of Psychological Treatment for Major Depressive Disorder? A Systematic Review and Meta-Analysis of US National Institutes of Health-Funded Trials.
"The efficacy of psychological interventions for depression has been overestimated in the published literature, just as it has been for pharmacotherapy. Both are efficacious but not to the extent that the published literature would suggest."
Then, first of all, CBT can alleviate any kind of depression, but not only CBT.
Second, it can be the case that someone has great results only with medication but usually they're not long term ones (there is also research that seem to point out that antidepressants worsen the long-term course of depression).
And third, different kind of depressions have greater outcomes with different approaches. For example, it's well known that antidepressants don't work with dysthymia but learning social skills is usually very useful and leads to good results; that light therapy can alleviate a Seasonal Affective Disorder to the same extent as CBT, or that the best treatment for psychotic depression is electroshock therapy.
There are different levels of depression and some antidepressants work well than others as a variances in individuals mind may counteract against the meds. This is supposedly the key to upkeep the emotions in order to stabilize while going through CBT. It has helped me and I think it is critical if you want to get healthy faster. In other words psychological dependencies such as abusing substances can cause unhealthy changes to your overall health as it is cycled with mental and physical health. Not all depression can be "cured" through pharmaceutical medicines. It just helps like putting a bandaid on a fresh wound. But if CBT is involved then that would be like putting neosporin or antibiotic ointment on the wound to heal up with a rather cleaner scar than it is untreated. Not all scars can go away but proper psychological diagnosis with the insights can make a speedier process in the meantime for healing into good shape.