The feeling of depression is one of emotional suffering, sometimes seen as a mental analogue of physical pain. Someone who is depressed may be said to have a 'heavy heart', or if more seriously depressed be 'broken-hearted', because of a common sensation of the emotion in the chest. Other somatic expressions can be a sense of 'low spirits', a 'drag' or being weighed down, and a heaviness in breathing, expressed as despondent or dejected sighing. It may also be associated with apathy, boredom, emptiness and lack of any positive source of interest or joy.
Depression, however, is a medical condition. You can be sad, yet not be depressed. Depression can be a hormonal imbalance that needs to be treated. It may be caused by a loss or personal failure (as in sadness), personal rejection, or indeed by any undesired outcome or situation, particularly if the situation happens or continues despite the efforts of the subject. In addition to sadness, there can in a depressed mood be a conscious resignation that the unpleasant situation is difficult to change. Usually whatever causes the state of depression is consciously recognized as the cause, which is not necessarily the case with longer-term clinical depression. Other conscious factors in maintaining depression may be loneliness and long-term stress. All these factors combine under the heading of innate emotional needs, known as human givens, not being met causing the person to worry excessively.
External affective signs of depressed mood also include a physical hunching or stooping, or putting the head in the hands, and an appearance of being physically subdued, and flatness of speech. See also Dysphoria.
Sadness
Sadness and sorrow tend to refer to a feeling about specific events, whereas 'depression' can be a state of more generalized, and possibly chronic, gloom and despondency that is not relieved by companionship or hope. Sadness is more likely to involve weeping as an external sign, and the corresponding subjective experience of tension in the throat.