Get the facts. The first thing you should do is learn more about depression. Read up on the causes and treatments for depression.
Get other people involved. You can't do this alone. Your friend or loved one may want you to keep his or her depression a secret. But that isn't healthy. It puts far too much pressure on you. So try to get a small circle of family and friends to help. That way, you can help look after your loved one together.
Ask what your depressed loved one needs. Be direct. Unless you ask, you just won't know what your friend or loved one wants from you.
Don't try to solve the problem on your own. Your loved one needs professional help from a doctor or therapist to get better. Depression is a real illness. You wouldn't try to cure a friend's diabetes on your own. You shouldn't try curing depression, either.
Offer to help with the practical things. People who are depressed are easily overwhelmed. Everyday stuff -- dressing the kids for school, grocery shopping, or laundry -- may feel like too much. So pitch in. Sometimes practical help can make a big difference.
Take time for yourself. Taking care of someone who is depressed can be overwhelming. So it's key that you set aside time for yourself. Do things that you enjoy. Get out of the house on a regular basis. Take walks or go to the gym. Catch a movie or dinner with friends.
Given what your loved one is going through, you may feel guilty or selfish for thinking about yourself. But taking care of yourself is crucial. If you don't, you'll burn out -- and that won't help either of you.
Know your limits. There is a lot you can do to help your depressed loved one. But you can't do everything. You can't make your loved one well. You can't watch him or her 24 hours a day. These things aren't in your power. In the end, your loved one has to want to get better, too.
Take threats seriously. Suicide is a very real risk of depression. If your friend or loved is threatening to commit suicide, take action. Don't leave the person alone. Remove any weapons or large amounts of medication. Call a suicide hotline or your loved one's therapist. In a crisis, don't hesitate to call emergency services. You can't keep something this serious a secret.
Depression and Bipolar Support Alliance: "Helping a Friend or Family Member With Depression or Bipolar Disorder," "Finding Peace of Mind: Treatment Strategies for Depression and Bipolar Disorder," "Psychotherapy: How It Works and How It Can Help," and "You've Just Been Diagnosed ... What Now?"