and why do people confuse the two so often? The Ten Best-Ever Depression Management Techniques: Understanding How Your Brain Makes You Depressed and What You Can Do to Change It Anxiety + Depression: Effective Treatment of the Big Two Co-Occurring Disorders. ” An international trainer of mental health professionals, Dr. Wehrenberg coaches people with   via the internet and phone. She’s a frequent contributor to the award-winning magazine,  Because depression comprises sadness. Sadness is a response to a specific situation in which we usually have some kind of loss. The loss of a self-esteem, a loss of a loved one, the loss of a desired goal. Depression is really more about the energy – whether it’s mental energy or physical energy – to make an effective response. So, sadness is an appropriate and transient emotion, but depression sticks around and affects all of our daily behaviors and interactions.