I have owned a rental property for 6 years. I have never claimed depreciation. I now realize that I should have. How do I proceed?

You have to depreciate your rental property.  It is not optional.

Prior year depreciation is the amount allowed or allowable.  Even if you did not claim it, you still have to reduce your basis, (and increase your gain), by the amount you should have claimed.

If you have not claimed depreciation in prior years, you should amend those returns to claim that depreciation.

You can amend returns up to 3 years after the date you filed your original return or within 2 years after the date you paid the tax, whichever is later. Returns filed before the due date (without regard to extensions) are considered filed on the due date, and withholding is deemed to be tax paid on the due date.  So tax year 2016, 2017, and 2018 returns can still be amended. 

It is also possible to file Form 3115, Change in Accounting Method, in the year of sale to claim all of the depreciation in the year of sale.  But you are better off taking it in the prior years.

Since it has been more than 3 years back you have not depreciated the property, you will need to file IRS Form 3115-Change in Accounting Method to fix this. This form is not simple. So you will need to seek professional help to ensure it's done correctly. This is especially true if your state taxes personal income.