1. Listen. This is harder than it sounds, for several reasons. Depression comes in a nice shiny helpful bundle with distrust, paranoia, irrationality. The temptation to shout "For god's sake you are raving starking mad!" can be irresistible. So is the temptation to go for the "You need a healthy slap in your face" approach. These things only help one person: you. The only thing they do for your depressed loved one is to convince them that you are not a sympathetic ear and avoid opening up to you in the future.
The other reason listening is hard is that it is an exercise in helplessness and despair. As somebody pointed out very rightly in comments, you can't fix somebody else's depression. You just can't. It is beyond your power. The problem is, the request coming from a depressed person often is, or sounds an awful lot like, FIX THIS!
It more often it simply is "help me". Help me doesn't mean "make this pain go away immediately and forever". It might simply mean "let me know that I am not alone. In pain, yes. Alone, no."
Help is not absolute. This is a hard lesson, because it is humbling. The reality of it is, you can help a depressed person but you can't cure depression. That is a matter for professionals. And sometimes, depression just needs to be managed, to be endured until it goes away or becomes bearable.
So listening can be, yes, boring, tiring, anguishing, frightening, and all of that. And let's be clear about this: you are under no obligation to do it. Especially if you are a friend, you are entiteled to say, this is my limit, and I can't go farther.
It does, however, actually help. It may seem totally useless, but being there for somebody when they are in pain helps, even when it doesn't banish the pain.
Trust me on this - I've seen it from the other side.
2. Give positive feedback. Tell people that they are worth something. That they are good, funny, talented, good looking, that they have good taste, that they are great cooks - anything that you can think of and that is true. I remember once when I was engaged in a particularly long tirade about what a failure and a worthless human being I was, and my therapist started to tell me all the good things she knew about me, including "you love and tend to your cat with a touching tenderness". Strange as it seems, that has stayed with me to this day. I may not have done much that is good in this life, but yes, I have cared for sick and lost and abandoned cats very well, and I have given them love and life.
3. Don't judge. Even if you are burning to. Especially don't give negative judgement, depression comes with a lot of self-loathing. No need to encourage it. And no need to seize the moment to criticize people's lifestyle and choices. There are better ways of helping people even with serious issues than telling them "Lay off the booze and the drugs". Even when it is the right advice. The right advice doesn't magically solve problems. And most people DO know that they need to cut the booze and the drugs, leave the abusive boyfriend, and so on. There are better ways to help them do just that than scolding and lecturing. Positive suggestions, for example - "Do you think checking into a clinic could help you? I'd look after your cats if you do". "Do you think spending some time apart from Jack the Hammer might improve your relationship? You can come stay with me if you want."
4. Resist despair. Take comfort in the idea that you are helping, and don't dwell on the fact that you are not SOLVING the problem.
Kind to animals
- More helpful things to do when your loved ones are depressed, part II