Grief and depression are two different animals.
Depression is dark pit. Your are in the pit and you are falling - hoping and at the same time fearing to hit bottom. The light you are staring up at in your fall grows farther and farther away. As you fall, there is no control, there is no way to guage your boundaries, and the further you go into it the more it feels like no one is ever going to find you.
Grief is a process a person enters into at the loss of something that person values. Usually we think of this in terms of human life and death. When someone you love dies, the loss is terrible and is perhaps the worst kind of loss. Maybe. Death of a loved one is not the only kind of loss people greive over. Loss of dreams, loss of limbs, loss of income, loss of opportunity, loss of ability, loss of memory - the list is about endless.
Grief is often sad, it is numbing at times, it is confuging, it can cause the body to ache, it can make what was once fun into something dull. It is the very difficult process of accepting the fact that you have no choice but to reorient your life to the new reality - and then doing it. Some losses are harder than others. I lost my father 10 months ago and have not been the same since. I don't guess I ever will be. However, I knew the day of his death was coming. I know it was coming within 3-5 years. I knew I was already in range of his death. I knew that every day I had prior to his death was a bonus. I knew of three other times in his life when he should have been taken in death, but wasn't. And in one of them for sure, I attribute some sort of miracle.
Others get no warning at all fort heir loss. Children who die. Children born with massive disabilities. Cancer at the age of 30. Getting raped. These kinds of losses are legion.
My point in this post is that grief is not some sort of depression. Although the two are unpleasant, they are not the same. They are not really even similar. However, one can trigger the other.
At the same time, the depressed person and the grieving person need to talk (not necessarily to each other, but maybe). There is a power to words that is healing. Millions of people find the healing power of talk when they meet with a therapist. Many of those people need to technical training a therapist can provide. However, sometimes they just need someone to listen. They need to know that their words mattered to another person. If their words mattered to another person, then the source of those words mattered to another person. They mattered.