Being blue is a part of life, but when does it turn into clinical depression? Temporary sadness disappears over time, but depression persists for weeks or longer, dramatically impacting daily functioning. Knowing when sadness turns into something else is critical in finding the appropriate assistance. Depression Signs: Feeling sad or empty most days No interest in things you used to enjoy Trouble sleeping or sleeping too much Always feeling tired Eating more or less than usual If these last for weeks, it could be depression.