As we mentioned, depression does not only come to those who have significant hardships in their lives. Do not invalidate someone's experience by referencing all the good they have - because they know that just as well as you do.

It stinks to know that everything is "right" in your life, yet you still feel wrong. Being reminded of this fact will worsen the feelings of depression, and make the person feel as if something is damaged or irreparable within them.

If someone knows that they have nothing to be depressed about, yet they still feel depressed, they are more likely to feel that their condition will never get better - as life is already perfect, and they are not present or enjoying it.

Alternative: Acknowledge that their depression is real, and that you recognize that it is impacting their life seriously. Follow this up by explaining how you believe that they will get through it, and that you are there to discuss and support any decisions they make in their journey in regard to treatment, medication, or sometimes the lack thereof.