This sounds a little weird, but my strongest feeling when thinking over your question: I'd kneel down and put my arms around it, hold it to me and comfort it.
If any thing had to totally embody my depression, I'd know how helpless it was.

If depression could be exorcised from me, and put in some separate form, I believe I'd see something overwhelmed with pain. If I were liberated from depression, I believe I could see it with compassion, because I believe I know what created it, and what it had to endure. I'd understand the negating thoughts, suicidal impulses, the punishing drive with a whip hand that overwhelmed me most of my life. It's my crippled shadow - I guess I see it more as tormented than tormentor. Inside me, it's killing me; but cast outside of me, I'd feel sorry for its pain.