January 28, 2019:
Even mental health professionals sometimes conflate the term "depression" with "sadness".
I know a dude who's smart as Einstein who says, "I've been in therapy for depression my entire life." Except no, he emphatically has not. He's been in therapy for certain symptoms. But no-one in his theraputic circle has addressed the underlying neurochemistry. So that his treatment may be for unhappy ideation and destructive behaviors, but the root cause, if in his case depression is in fact the root cause, isn't being touched. If his therapists tell him they're treating him for "depression" without addressing its physiochemical basis then they're in truth actually treating him for sadness, where they may or may not be doing that appropriately.
This confusion is analogous to people talking about "addictive personalities" The analogy is exact 'cos the physiochemical bases of addiction and depression are similar. Fucked-up neurotransmitters. That's the science. If your therapist isn't hip, seek out a psychiatrist with a more recent education.
I realize I'm not a mental health professional. I claim expertise here from two sources. First, immersion in the literature of the scientific study of depression and addiction. Second, intensive study of the concept of "scientificity" and therefore of the difference between words. Where "depression" is a scientific technical term and "sadness" is a description.
Pay attention to your therapist's use of language. If they're saying "depression" but they mean "sadness", talk to a qualified psychiatrist. Find out if "depression" is the appropriate diagnosis. Or if in fact you're actually literally sad, from other causes.