The second most important thing is to offer emotional support. Mrs. Smith advises students feeling depressed should talk with a counselor, friend, or parent. If depression is continual, consider seeking professional help. Sometimes it is hard to do this, but I feel so much better after I have expressed my feelings. The Bible says that Jesus offers peace and love to anyone who asks.
Teachers can also help depressed students.
I would talk on a personal level, asking about a haircut or the movies. Then the student would be more likely to open up. Don't attempt to solve the problem alone, and don't assume the person is not serious. Consider any mention of suicide seriously, even what appears to be in jest. You'll be happy you did.