In case of sadness or disappointment a lot of people use the expression "I am depressed". But that is not a reason for disrespecting depressions in general, as a depression as a mental disorder is a serious topic. Depressed individuals feel a lack of energy and may not be able to deal with their daily life. The lack of motivation and the constant feeling of emptiness can result in severe impacts of their life. It is possible that individuals with a very strong depression can have suicidal thoughts and might even commit suicide.
It is important to know that depressions need to be treated by professionals. The biggest help is to motivate them to go to a psychologist although the initial resistance might be very high.