We all experience bereavement over and over throughout our lives. I think that bereavement should be added to that list of inescapable events, the others being, birth, death and taxes. Bereavement is the state of grief that a person experiences with the death of a loved one or with a major loss, e.g., relationship, job, etc. Depression is a state where the predominant emotion one experiences is sadness and is often accompanied by vegetative signs. In bereavement there is a death or serious loss.
Depression tends to foster unremitting thoughts of sadness, guilt, and lack of a desire to live.
The sadness of bereavement usually comes in waves only when we think about our loss. Depression often produces a state in which persons are unable to effectively perform their job or participate in their family. Depressions tend to be long lasting, e.g., from months to years. Finally bereavement is time limited. This doesn't imply that thought about the loss will not sadden, but rather that we are able to pick up our lives and move forward without impairment.