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Don’t just think of depression as “feeling down.” Instead, stress that depression is a treatable, medical condition. Hearing this from someone she trusts can help empower your girlfriend to get help.  If you don't know whether your girlfriend's depression is episodic or chronic, encourage her to see a doctor so she can get the kind of care she needs. Remind her to separate herself from the depression. For example, if she says things like “I”m depressed.” Help her reframe it by saying, “No, Cindy, you are someone who has depression. You are a kind, beautiful person who feels and experiences depression.” Even if your girlfriend wants to get help for long-term or serious depression, her condition can make actually doing so difficult. There are many ways that you can help her connect to therapy and other kinds of help. For instance:  Offer to help her research different kinds of counseling, therapy, and medical treatments. Listen to her thoughts, concerns, and questions about these treatments. Offer to go with her to the doctor or counseling sessions. If she is working with a therapist she doesn’t seem to connect with, encourage her to find a new one. Once your girlfriend begins treatment for long-term depression, it’s crucial that she sticks with it. Since you’re in a relationship with her, you’re in a position to help hold her accountable. Try things like:  Creating a schedule to make sure she takes any medications her doctor prescribed. Offer to give reminders about when to take it, or to ask her if she did. Mark therapy appointments on a common calendar. Continue to ask her how she feels. Resist the urge to be her sole source of social support, which can create an unhealthy relationship dynamic. Not only that, it's unfair for both of you. Instead, help her seek out groups that can help her connect with others who've shared a similar experience. Check out NAMI.org, Mental Health America, or the Depression and Bipolar Support Alliance at http://www.dbsalliance.org/. Each of these resources has listings of support groups online and in real life. Depression can take its toll on a relationship. If you and your girlfriend feel like the issue is causing problems in yours, you can try couples or relationship counseling. Behavioral Couple Therapy, for instance, is a developing form of counseling that can help couples learn to care for each other and reduce conflict. Even if your girlfriend is undergoing treatment for her depression, she may be at risk of harming herself or others. If you see any of these warning signs, seek medical assistance immediately:  Changes in behavior that last more than a few weeks (like avoiding friends or activities, changes in sleep habits, or abusing drugs or alcohol) Mentioning death or killing herself Seeming to prepare for death (giving things away, talking about saying good-bye to people, etc.)

Summary:
Encourage her to think of depression as a medical issue. Help her seek counseling or therapy. Help her stay accountable for treatment. Encourage her to participate in support groups. Offer to try Behavioral Couple Therapy (BCT). Recognize the signs of a serious problem.