Answer:
As a person who has overcome severe depression, I feel that I am qualified to answer this question.
Explanation:
If someone says they feel depressed, then they are feeling deep saddness or dissappointment that will come to pass.
However, if someone actually HAS depression, then they feel so much mental pain that it makes them feel like they're kind of shut down. They feel numb about almost everything. A person with depression may sleep a lot and feel like their life isn't even worth living.
Someone who says they just feel depressed probably went through a minor problem. For instance, maybe that person's favorite show got taken off of Netflix or they lost their favorite stuffed animal.
But people who HAVE depression is usually caused by a bigger problem. For instance, maybe they are abused, or they are living in poverty, which is putting severe strain on their mental health. For a person to have depression, there actually doesn't need to be a specific cause at all. A person who has depression, but doesn't actually have a reason to have it may just have a chemical imbalance in their brain.
A person who says they feel depressed, may not have any mental illness, but a person who has depression does, because depression IS a mental illness. Because of this, people who have depression might take medicine and/or go to counselling to try to help, whereas a person who say they feel depressed may just sulk in their room for the day and be perfectly fine the next morning.
I hope this helped.