It is understandably common for people to mix up sadness and depression. Unfortunately, this confusion is often one of the things that has been causing people a lot of suffering by the time they come to work with me.
The reason that sadness and depression are so easy to mix up is that feeling blue is (almost always) common to both. And the reason that it's so important to be able to learn how to distinguish these two experiences is that we need to respond to them in opposite ways.
As a core emotion, sadness has a very important evolutionary role to play. Like all core emotions sadness provides us with invaluable information about what is important to us in our lives, and then produces an action tendency that helps us respond to our situation in the most appropriate way (for more on core emotions and what they are see my video on Emotions in AEDP on the resources page). The theme of sadness is around loss/damage to the self or to something that we value. Therefore, the action tendency of sadness leads us to take some time out from life to soothe ourselves, and also to reach out for comfort and soothing from others.
So, for example, imagine that there was a big promotion at work that you really hoping for and you didn't get it. The feelings of sadness that would come afterwards would actually be a healthy sign that you just lost something that really mattered to you. So if you miss the promotion it would be healthy to follow the action tendency of sadness and, for example, spend the next weekend on the couch feeling down, watching movies and/or calling a friend to share your feelings with them. The key with sadness is to listen to it and express it (without becoming overwhelmed by it). Avoiding or repressing healthy, albeit painful, feelings of sadness makes it harder to treat ourselves with compassion, to let go of unattainable goals, and finally, to find a path toward new goals that we can achieve. In fact, over-controlling a healthy sadness can actually lead to depression.
On the other hand, depression is much more then just sadness. It is a whole cluster of experiences which together are a sign that your system has become dysregulated and out of whack. Feelings of sadness are only one feature of depression, along with a cluster of other symptoms including: loss of interest in things; problems with sleep; changes in appetite; concentration problems; lowered sex drive; fatigue; feeling worthless; sluggishness or restlessness; and thoughts about death or, at times, thoughts of suicide.
Not all of these symptoms need to be there in order for depression to be present, but at least some of them do, and of these sadness is perhaps the most common symptom we experience when we become depressed.
However, unlike with “pure” sadness, it is not in your interest to listen to depression. Depression will always tell you to avoid engaging fully in life and/or will tell you to socially isolate. The more we listen to depression, the more we end up leading lives that are empty, lonely, and depressing. So this leads to more depression, and a very powerful cycle can be created that becomes like a vortex which pulls us in. A “pure” sadness will lessen over time, while a depression that has tricked us into listening to it does just the opposite, it becomes more and more intense.
This is why we need to do exactly the opposite with depression than with sadness; we need to not listen to the depression and instead re-engage with life in a self compassionate manner that will actually work. This approach, often involving SMART Goal setting (see my blog post on this topic) involves returning to engagement with life at a tolerable pace, where you're not asking yourself to do more than you can manage but you're also no longer allowing depression to get you to do too little.
The ability to sense or taste the difference between sadness and depression is a skill. And sometimes we might need help figuring out which is really going on. It can be very difficult sometimes to tease out the difference between these two things, especially when we are feeling down. Getting help with understanding what's really going on, deciding if it's more of a sadness based experience or a depression based experience, is one of the vital roles that psychologist or other qualified mental health practitioner can play. And once in counseling, learning how to taste the difference between these things for themselves becomes a very important goal for many clients in therapy.
Once therapy has helped people learn how to sense for themselves the difference between healthy sadness and depression, this is a very valuable skill that they can then use to keep themselves healthy for the rest of their lives.