It is important to know how sadness differs from depression because the treatments for each are themselves different. Unlike sadness, depression does not usually have an identifiable external cause; it is just something people feel. In comparison to sadness, depression is a more serious problem that causes low mood, too little or too much sleep, weight loss or gain, increased or decreased appetite, low energy, disinterest in the world around you, avoidance of social situations, poor concentration, and feelings of worthlessness.
One of the key differences between depression and sadness is the ability to experience pleasure, love, and hope. When people are sad, they can usually still experience moments of happiness or pleasure. However, in cases of depression, many sufferers feel themselves unable to experience pleasure, hope or anything at all and become emotionally flat. Moreover, for depressed people, their sadness is like a cloud hanging over them from which there is no escape; they have a tendency to ruminate and dwell and feel unable to simply "get happy." Depression is also long-lasting and can be something that an individual struggles with for months, years or their entire life, whereas sadness is usually transient and temporary. If you find yourself unable to cope effectively with your sadness such that your daily functioning is negatively impacted and suspect that you may in fact be suffering from depression, you should consult a mental health professional. Treatment for depression can involve psychotherapy and medication, so it's important that you assess whether what you are feeling is more chronic than occasional sadness in order to receive the proper treatment.