1. Depression isn't something they choose.
Depression isn't a cry for help. It's not an attempt to get attention. It's not a choice. It is the most frustrating thing to go through. Depression can leave you feeling totally paralyzed. It's not just a bad day or a bad mood. These are chronic problems.
2. Popular psychological platitudes are useless.
"It'll get better," and "You'll be fine," are not helpful statements. It's easy to tell them that and expect them to feel better, but it won't work. Instead, tell them you're here for them. Tell them you believe in them. Ask them what you can do to help them feel better.
3. You can get frustrated.
Just because they're depressed doesn't mean you can't feel some level of frustration. It's perfectly okay to be upset about it from time to time. Just don't take it out on them because...
4. It's not about you.
That's right. Their depression has absolutely nothing to do with you. It's an internal battle. You didn't cause it and chances are, you won't be able to stop it. All you can do is be there.
5. Don't engage in tough love.
Setting ultimatums, threatening to leave, giving them "tough love" will not help. Instead, consider positive things you can say to them. Be supportive no matter what.