Someone suffering a clinical depression needs medication and therapy and often a coach as well. Here are some things you can do for the depressed individual as a loving person in their life, or as their personal life coach:

1. Be clear in your mind that they need medication and therapy, and project this. Encourage them to continue both. Make it clear it's now the new routine.
2. There should be Guide Dogs for the Depressed. If the depressed loved-one or client in your life doesn't have a companion pet, give them a well-trained, easy-to-manage, older one. This is particularly important if they live alone. Specify that you will take care of the dog in terms of vet care and bills, and provide a starter-kit such as; a huge bag of dog food and container, food and water dishes, bedding, etc. In other words, make it easy for them to accept this healing gift. I have a depressed coaching client in Manhattan suffering the aftermath of Nine One One who mostly talks to me about her beloved companion dog. I consider “Cody” part of the healing team for this woman.
3. Make any decision you can for the person. In other words, don't say "Would you like to go out for dinner tonight? Where would you like to go?" Say instead, "I want to take you to Bijan's tomorrow for dinner. I'll pick you up at 7:00. Jeans are fine." You may need to make the menu selection.
4. Speak in normal, modulated tones. Avoid an overly-'compassionate' look of concern or a patronizing tone of voice. If they have trouble making a decision or remembering something, keep your eyes from looking overly concerned or worried. This will only add to their worry and confusion.
5. Just be with them. Don't hover, try to cheer them up, or try and get them to "talk about it." Cognitive processes are slowed, and emotionally, they're in conflict. Under those circumstances, it's difficult to talk. It's hard to connect with people, even best-beloved ones, when you're clinically depressed. For instance, it's hard to maintain eye contact, or follow long sentences in conversation. A metaphor I use is play lacrosse with them, don't face off with them on the football line. Be "around" them, not "in their face."
6. Don't put them in a position that would arouse emotions. Celebrations, holidays, receiving gifts, or a long discourse on foreign policy all require a level of involvement the depressed person is not capable of.
7. Be grounded and stay centered yourself. Remind yourself of your love for them that will endure "even this."
8. When the person begins to heal is a wonderful time for them to have a coach.