People often use the terms sad and depressed in a way that they seem interchangeable. Statements like: "I'm so depressed because I haven't had pizza in a while" play a huge role in creating confusion around this subject.

Sadness, a universal human emotion, is an understandable reaction to conditions that bring emotional distress or discomfort. Like all other emotions, it is fleeting and disappears with time. Sadness varies from depression in this regard.
Depression is a mental ailment that lasts for a long time. It has a negative impact on social, occupational, and other key aspects of one's life.

Depression is not an emotion; it is a mental illness
The difference between sadness and depression is that depression is a state of mind. When one is sad, it's easy to feel all-consuming, however, one should be able to chuckle and be consoled at times. Whereas when one is depressed, it may be difficult, if not impossible, to find pleasure in anything, including activities and people which were previously enjoyed.

Doctors have methods to distinguish between sadness and depression. One can visit a therapist in both the cases.

I personally don't like that fact when these terms are used interchangeably because I feel that in this way we somehow belittle the pain and sufferings of those who are depressed or have any other mental illness.

Conquering both sadness and depression is a big deal. Yes, it is. Kudos to everyone who has been successful to come out of that darkness and kudos to everyone who is still engulfed in it. Someday you might be able to..