To non-psychiatrists depression is a synonym for sadness.
To a psychiatrist depression is more about the functional impairment (social occupational effects).
How sad you are is only a tiny part of how clinically "depressed" you are!
Check out how depression is graded in research and clinical practice.
* https://www.mdcalc.com/calc/10043/hamilton-depression-rating...
* https://www.mdcalc.com/calc/4058/montgomery-asberg-depressio...
* https://www.mdcalc.com/calc/1725/phq9-patient-health-questio... (sadness isn't even the first question for the PHQ9!)
You could have a wildly effective antidepressants that doesn't make you happy, or you could be crushingly sad and not depressed (subclinical depression).[0]