The fact that our culture does not teach us anything about grief means that we have a lot of myths about it in our minds. These myths cause us to doubt our sanity and to judge ourselves harshly, precisely when we need most to be gentle with ourselves. One of those myths is that any sadness is depression. This myth disenfranchises us as grievers.
It would seem redundant to say that when we are grieving we will be sad. Yet, this is precisely the aspect of grief which is judged the most harshly. Being sad very quickly becomes labelled as being depressed. We deny ourselves the time we need to be sad by fearing this label, whether it comes from inside or from someone else. In our society, being depressed is associated with mental illness. No one wants to be thought of as mentally ill, so we do our best to hide our sadness, even from ourselves.
So, what's the difference? How do I know if it is sadness or depression? This is tricky, because the feeling of being utterly bereft that follows the death of our beloved comes with many of the same feelings as are found in depression: loss of interest in life, inability to make decisions, lethargy regarding self-care. When we are experiencing the sadness of grief it is natural to go through periods of these feelings, accompanied by some degree of withdrawal from our social connections. During our grieving period we will move into and out of sadness.
Depression, on the other hand, is the prolonged and constant presence of an inability to engage in living. Depression is characterized by the prolonged and continuous presence of:
-major deterioration in hygiene habits
-difficulty in simple decision making
-expressions of fear, anger, or guilt
-hyperactivity or compulsive talking
-memory problems and confusion
-concern over hallucinations (seeing or hearing things not actually present)
-major disturbance of self-esteem, preoccupation with worthlessness, and self-condemnation
-significant impairment of social functioning
-initiating or increasing drug and/or alcohol abuse
-physical complaints or symptoms including failure to eat, continued weight loss, extreme problems sleeping.
The major difference, then, between sadness and depression is that depression is unrelenting. Even in our times of most profound sadness we will feel moments of happiness and love. If the symptoms above are temporary, they are part of grieving. If they are constant and persist for more than 6 weeks, we are probably depressed, and need to consult a professional.
We need to embrace our sadness, no matter how desolating it may seem, whenever it comes. We need to sit with it and pay attention to it, or our grieving will simply be pushed into our unconscious. If we are having times of sadness, even lasting days, we are grieving, not depressed.
 Leonard M. Zunin, and Hilary Stanton Zunin, The Art of Condolence: What to Write, What to Say, What to Do at a Time of Loss, (New York: HarperPerennial, 1991.), 213-214