There are several features that distinguish clinical depression from unhappiness. It is very common for depressed people to feel that nothing can ever make them better, a depressing thought itself.
Persistent pessimism is a symptom of the disease.
The sad mood is also accompanied by disinterest in food, work, and sometimes sex, slowness of movement or speech, a tendency to look on the negative side of things and sometimes, most important, thoughts of suicide. There are variations of these classic signs of depression. Some people, for example, will not have insomnia but will sleep more. Instead of losing their appetite, they will eat more. Suicidal thoughts don't necessarily entail planning to end life.