Hiding doesn't help. Try to identify the trigger, the loss. Face up to the reality of the loss, whatever it may be. Deal with it. Some depressions emerge again and again, because the underlying issues have not been faced and dealt with.
Depression is a natural consequence of certain physiological or psychological circumstances.
It seems to be a natural, normal way for our system to deal with certain physical and emotional situations. Yes, but not as therapists. Sometimes it takes a friend to get a depressed person to a doctor. Depression that was once thought to be primarily psychological in nature is now thought to be largely physiological. Treatment is more likely to be with medication than counseling, although sometimes both are necessary.