I'd say yes, have some sort of conversation. Dealing with depression is hard enough. Trying to deal with it while not having sufficient funds for many treatment options is something neither of you really need. Not to mention what will happen to the family dynamic with the added stress of strained finances. Although it may provide some temporary enjoyment, merely buying things isn't a long term way to feel better. It just becomes a bad habit. Like trying to drink problems away, it won't end well as a coping strategy.

The hard part, of course, is having that conversation in a supportive and constructive way. Yes, you want to help and not make her feel worse. But you can't get dragged down too. It helps to understand what a person with depression is thinking and what their needs are -- it's not always intuitive to other people.

A counsellor or therapist (if she's not already seeing one) can help work through this sort of thing. Family counselling can help too. Supporting a family member with depression is hard. You're doing the right thing by researching, reaching out, and asking around. It's a good start.

I see this is your first post to PsychCentral, so I'll also point out that there is a Caregivers and Support People forum on these boards which may useful to you. Feel free to follow up here with any other questions as well. We'll answer the best we can. Welcome and best wishes.