I credit a huge part of my recovery from depression in the book A NEW EARTH by Eckhart Tolle. I bought that book when i was going through a series of spiritual transformations. Each one making me mentally healthier. It was all about overcoming the EGO and how NOT to be offended by others. The reason I was depressed was that I valued others opinions of myself more than my own. I allowed myself to be offended and hurt at every turn in my life because I THOUGHT their opinions of me mattered I allowed myself to feel low self esteem and low self worth. My EGO was in unhealthy balance with reality. I had to learn to love myself just as i was created. I didn't LOVE myself, I allowed my Ego to ruin my life.  Now I live in the PRESENT moment and that alone helps me be less Egoic.

Insult can only hurt. if you allow then to Check out this parable which make the point better then I could.

The Gift of Insults

   A great Samurai warrior, now old, had decided to teach Zen
Buddhism to young people.  Despite his age, the legend was that
he could defeat any adversary.

     One afternoon, a young warrior - known for his complete lack
of scruples - arrived there.  He was famous for using techniques
of provocation: he waited until his adversary made the first move
and then swiftly counterattacked, skillfully taking advantage of
any slightest mistake his adversary made.  He had never lost a
fight.  Hearing of the Samurai's reputation, he had come to defeat
him, to increase his fame.  All the students were against the
idea, but the old master accepted the challenge.

     All gathered on the town square, and the young man started
insulting the old master.  He threw a few rocks in his direction,
spat in his face, shouted every insult under the sun - he even
insulted his ancestors.  For hours, he did everything to provoke
him, but the old man kept smiling and remained impassive.  At the
end of the afternoon, by now feeling exhausted and humiliated,
the young warrior left.

     Disappointed that the master had received so many insults
and provocations, the students asked: "How could you bear such
indignity?  Why didn't you use your sword, even if you might lose
the fight, instead of displaying such cowardice in front of us all?"

     "If someone comes to you with a gift, and you do not accept
it, to whom does the gift belong?" asked the Samurai.  "To the
one who tried to deliver it," replied one of his disciples.  "The
same goes for envy, anger and insults," said the master.  "When
they are not accepted, they continue to belong to the one who
brought them."