Just because someone is depressed doesn’t mean they can’t be in a relationship.
When it came to my ex-boyfriend, I made a decision that some people don’t understand or that some people believe is wrong – I decided to put myself first; to end things and focus on me, and to not have him in my life anymore (his depression wasn’t the only factor here, by the way). A lot of people feel that their partner, depressed or not, is the person for them, and they want to make it work. Depression can be crippling, but depressed people need loved ones by their side.
I know he’s still in there and I still love him just as much as ever. Going to parties or the pub is a gargantuan task, going to work is almost impossible.
One of the most frustrating things is how guilty he seems to feel.
Make sure they're receiving proper professional help if needed.
Don't try too hard to cheer them, because it will make them feel worse when they don't want to disappoint you but neither aren't able to "just cheer up".