Everyone gets down or depressed and both are worth addressing in counselling.
Depression can be a different beast altogether and is a result of the prolonged nature of feeling down over an extended period of time. Symptoms become worse in such circumstances as a result of a lack of energy and motivation leading to people withdrawing from life and isolating from others. At its worst, people can consider suicide, which is more common than you think.
We encourage you not to hesitate if you are going through any of this as depression is very treatable with the right psychological help.