This was what I was wondering as well. It really depends on the person. For some people they are too uncomfortable and fearful about the subject of mental issues and don't really want to understand or talk about it. For some people they may not understand what clinical depression is but that doesn't necessarily mean that they aren't willing to talk about it or to get to a place where they do understand. I think it also depends on the relationship itself. Is this someone you are very close to and want to have an open and honest relationship with? If so, I would respond to the person as Bill3 suggested, which I think is an excellent way to respond.

One idea might be to find some literature on depression that helps to explain what it is and what it isn't. There are some web sites, such as this one, that have helpful descriptions of depression. Maybe you could print out some of these descriptions to engage in a conversation and to help answer questions that might come up. Just a thought. In every book I have read about depression it states the importance of having a support system. I myself don't have one and it makes the battle even more challenging. For this reason I think it's a good thing to try to communicate with your friends and family (if you think they can hear you in a helpful way) about what you are experiencing so that they can be supportive of you-just like if you had a chronic medical issue you were grappling with. In the end, it depends on your relationship and whether you think this person would be able to be supportive and understanding if they only had more information. I wish you all the best.