Sadness is one of the 6 basic emotions that all humans feel, whereas depression is a mental illness that can only be diagnosed by a trained professional.
Because it’s a feeling, sadness will come and go, so even if you’re feeling down you can still find some enjoyment in your day. Depression is a persistent feeling of lowness that lasts for weeks at a time.
Sadness is a natural reaction to a certain event, and whilst it may be uncomfortable it’s natural and healthy. Depression is different- it can begin without any cause and often leads to other negative feelings and thought patterns.