Depression is classified as a disease. Many people suffer from depression and it is good to know how to say some sentences whether it is you or someone else.
Situational depression
When someone first comes to the United States, it is common to be depressed. This is usually due to loneliness, boredom, or feeling sad because you miss your friends and family.
Usually time heals these types of problems. Sometimes, whatever you say doesn't really help. They know the problem, but they can't control how they feel. Regardless, saying that you understand can show them that you care.