Depression is a mental illness, which one should not confuse with short-term emotional distress, anxiety attacks or feeling low, which also are constituents of depression. Anyone can feel low for a brief period of time, or have anxiety attacks once in a while, but that does not mean they are suffering from depression.
Depression is much more serious than that, and is a persistent feeling of sadness, loneliness, grief, uselessness, and emotional pain. If not treated at the right time, it can lead to a person turning suicidal, and may try to harm himself/herself or commit suicide.
NLP Practitioners approach patients with depression through various routes to make the treatment more effective and to help patients recover from their disruptive mental state sooner.