If there is one thing that you really should not do to someone who is depressed, is to put the blame of their own depression on them.
“You are the one causing your own depression. Just stop feeling so sorry for yourself.”
It’s not like we don’t already blame ourselves for everything else that is wrong in the world or in our lives. It’s like, “Well, there’s another thing that I screwed up. I have failed to even make myself happy.”