When you tell someone to stop feeling sorry for yourself, you are showing them that their issue is not important and that they should not spend time feeling bad about it. Anything like this that invalidates the pain that someone is going through is harmful, and make the person feel ostracized and even worse about their condition.

Some people view this approach as "tough love" and think that people need to hear these sort of things to "snap out of it," but you cannot snap out of a mental illness. So, avoid these types of sayings.

Alternative: Instead of telling someone to stop feeling sorry for themselves, commend them on their bravery. Let them know what others look up to in them, and how you are proud of how they face the challenging obstacles that come with depression. That way, they might feel comforted in what others see in them, and gain a bit of the confidence you might have intended.