Hmmm, I have mixed feelings about this. I think it depends on the type of depression. I was very, very low back when I was 20 ish, which got out of control when my boyfriend from my sports club was treating me like crap, which also made the sports club I spent the majority of my time in very hostile (as I was with all his friends), my uni work suffered (maybe because of this) and I was hundreds of miles from home, where my dad was battling cancer.
When I went home and my Mum made me go to the Doctor he said "you're not thinking of doing something stupid, are you?" What can you say to that other than "No", when actually, suicide feels like the only way to escape the misery you cannot get a break from. Helpful 
However, the ADs made no difference to me, what did was getting myself out of the situations that were bad for me, getting some agency and control of my own life which was initially via an eating disorder and going for runs, going out with people etc, just MAKING myself do things I didn't want to do, I did them anyway, then went home and cried my eyes out, eventually I felt better.
However, I am aware I still have depression, or a propensity towards that frame of mind. Whilst in the throes of it I an unable to think rationally. Eg, If something bad is going on at work, it completely overshadows everything else and I don't want to exist anymore. What Helps this is making myself do exercise/paint on a brave face etc.
It's not fair to put all the responsibility on friends shoulders when they try and help. They are not under any obligation to continually text you when you never reply, because it's rue, and as crap as you feel, it's still rude. There is nothing wrong with them suggesting you seek counseling, ADs etc, or reminding you of all the good you have going on in your life. I think that's unfair.