I had a doctor explain it to me like this one time: Imagine a horizontal line on a graph. Your moods/feelings/mindset naturally go up and down day to day. So on the line you will have a gentle wave of ups and downs. When you are in a depression, you can still go up and down, but the lows get lower and the highs get less high. Even after starting meds or therapy you can still continue to go down, but you will start up real soon. To answer your question, my answer is, yes, a depressed person can feel normal sadness, but depending on where they are in the downswing, it might not be possible to fight off the low feelings.