Depression is darkness. Depression is cold, empty, lacking in everything a person takes for granted. Depression is what nobody wants to have. There is sadness, but depression is in a different league entirely. Losing someone you love can cause depression.
Harry Potter is depressed. He hides in his room, no longer bothering about trivial things such as food. He doesn't even respond to his friend Ron's letters. And it's all because of that fateful night in June.
Harry can still see it, every time he closes his eyes. Bellatrix laughing at her victory, not realising what she'd done. Or realising and not caring. Harry doesn't care about what Bellatrix thought, he cares about how she will pay.
That's the only thing that bothers Harry now. Revenge. He doesn't care about his friends, the Weasleys, not even finishing the war. He cares about how he just lost the one man who was ever truly a parent to him.