There are several things that are discouraging that you should not say to someone with depression or anxiety. I have put them in categories:
Spiritual: "Let God carry the burden." "Read your Bible more." "Serve others and you will feel better."
You get the gist, any idea that by reading more, praying more, or serving other people will make the depression go away is just not true. People who are expriencing depression will be more frustrated with you for not understanding what they are feeling. Many cannot muster the energy to brush their teeth, let alone pray, read, or serve others. Some may have tried doing these things, only to find they didn't help and so they are frustrated with themself about why these things may have worked for someone else but not for them.
Cognitive-Behavioral: "Act Opposite to your Emotion." "Fake it until you make it."
Statements along this realm are frustrating to hear because they implicate that you have a choice over how you are feeling. While there is some choice involved in an emotion caused from an event like sadness over a death, clinical depression is not an emotion or a choice. A person cannot choose to feel something they didn't choose to feel in the first place.
Worst-Story: Please don't give examples of "someone you know who is worst and you are doing so much better than them because you brushed your teeth today." Or not good also, "You don't have anything to be depressed about, you have a beautiful family, nice house, etc." (Indicating that you have a choice.)
These usually start out as, "My sister had this problem and she did xy or z" and ends with a sales pitch for a specific diet, vitamin, water purifier, or exercise equipment. In my mind, if there is something that is powerful and effective, it would be a million dollar money maker and not some obscure thing that a friend, heard from a friend. Likely, someone who is depressed will interpret this as your way to push your own agenda and make a buck off of someone who is vulnerable. You can tell your story, just don't expect a depressed person to jump at it as they have either tried it and it didn't work or are unmotivated to try it because they feel helpless.
If you shouldn't say things that are explained above, what can you say???
1-Run it through your head first. If you wouldn't replace it with something like "cancer" or "high cholesterol", don't say it. ("If you just act like you don't have CANCER than you'll feel better." or "If you serve others, you're HIGH CHOLESTEROL will disappear.")
2-After it passes #1, determine if it is something that would be genuinely helpful. Something like, "what can I do to help you?" is a start. It's likely they won't want to be a burden on you so be proactive and do something that you observe needs to be done.
3-Something like "I hate that you're experiencing this" is also a good idea. Empathy is helpful, as long as it doesn't come across as pity. Pity is frustrating and demeaning.
4-You can ask questions, if you ask first and have permission! You could say, "I notice you seem down, do you mind if I ask questions to better understand what you're going through." Some good questions are, "Is everyday bad or just some days." "How do you know the difference between a bad day and a really bad day." "Has anything been helpful in the past?"
5-If it's none of your business, keep it that way!
6-If it is your business, evaluate in your mind how severe you think they are and if you think they are a risk to themself or others, ASK them. Many times they will tell you. If they don't tell you, and you still think they are a risk, intervene with the advice of a trusted professional.
If you have other ideas about helpful things to say, or not to say, feel free to leave a comment!