Sadness is temporary and forgettable. Children experience depression when they suffer from stress and don't know how to ask for help. Being children, they are ignorant on how to handle their stress and work themselves up into the terrible state of depression. Children may experience depression undergoing traumatic experiences like house shifting, starting a new school, facing exams, parental divorce, domestic discord or anything that upsets them. They react to their depression by some voluntary or involuntary behavior like misbehaving or bedwetting.
Deviant behaviors are usually distress signals telling adults that something is wrong.
Depression in children is rarely noticed. Parents tend to forget that children are little people. They have feelings too. Children may lack language skills to verbalize their depression to adults. Sometimes, parents are too busy themselves to notice the distress signs.