"Depression doesn't mean you need to pray more. Being sad doesn't mean you need to be grateful for what you have. Here in the Muslim community, we forget that depression isn't a spiritual thing; rather, it's a physical thing.
Yes, Allah eases all our difficulties, yes, praying brings us to peace of mind, and yes, our constant faith in Allah should be our only expectation in this life. But, depression is depression and it stays present. Let someone take a moment to be sad, to be perplexed, to be lazy, to be unwilling to communicate. Stop accusing them of being crazy, irrational, and God-less. If somebody is sad, don't tell them, "maybe you need to pray more, or fast." We all have negative experiences, have our own share of hardships and struggles, so we all must regard the other with the same consideration we would want. Depression is a struggle, a big one. So just be understanding. Understand the person before you instead of disregarding them. And understanding begins with kindness, a major mark of a Muslim. Just be kind to people, and speak highly of each other. We all have a hard time doing this, but we need to be reminded. Because kindness is a beautiful thing that is rarely found.
Bring happiness to others and be happy. Smile, because, really, you have no other option. Happiness is a gift, and you'll only ever know it, if and after you've experienced sadness.
So let us experience sadness, with Allah in our hearts.
p/s: I once thought that it's a spiritual thing. I'd say it is one of the factor contributing to it. :)