One major problem with emotional or mental illness is that people who are healthy think that a person can just will him- or herself out of it. That's not the case, as we know. An emotionally ill person needs support, understanding and proper treatment, just as do those with physical illness.
Furthermore, mental illness affects everyone in the family. Helping a depressed parent, for example, is essential for the mental health of the children.
We've been down this path many times with all kinds of problems; it's hard to convince people who are ill that 1) The illness doesn't mean something's wrong with their character, values or sense of personal responsibility; 2) It's neither a punishment from G-d nor a consequence of sin; and 3) we believe in them, we know their strengths and will encourage them as we fight this illness together.
For the depressed person, the sky has indeed fallen. Maybe together we can help lift it up.