requires a lot of patience, although depending on who it is and how much time you spend with the person.
try to never disagree with things that s/he's sensitive to, if you disagree then just avoid. most chance if you are having disagreements while s/he's depressed, s/he's try to avoid you atleast in some aspects.
Mainly advice when s/he asks for it... or when s/he is complaining, or venting, say positive things, don't let him/her self esteem go down, and never make the person feel criticised.
do not advise without fully understanding the person, or situation.
also depends on how depressed the person is. is it getting to the stage that they face hardship in the simplest of tasks? if it is, you can always try to find out what s/he's planning for rest of the day or week, and help accomplish it.
one can have trouble just thinking that I have to get up, take a shower and get out by 10 am. meeting deadlines, and appointment is really extremely hard if it is chronic depression.
do something s/he likes togather, and sometimes people facing depression needs a push on things, but they cannot handle it all the time. i.e. they might want to do something for the day, and increase in motivation, but loose motivation in less than 5 min, if someone helps, s/he might be able to get it done, but if s/he is in the state of not able to make him/herself, then s/he might feel the push as too much.
sometimes s/he might not be interested in anything, except the things that are bothering him/her, this is when s/he might not want to talk to anyone, and not want to do anything.
there are may be many other things, and ofcourse reading Qur'aan, praying extras, tahajjud, and making supplications really helps, even if momentarily. And I don't recommend GP, because one might have to go to a phsychiatrist, and their suggestions are not Islaamic, and also many medication has parmanent adverse effects. when one isn't getting along with the doc, s/he might feel repelled from going to them when in need also. some people in depression found help in the medications to get back on track, but me personally would never recommend it.
nevertheless, counselling from imaam, or practicing Muslim counsellors can help if you can find one.
and chronic depression, people cries for no apparent reason, don't say it'd be okay, or why are you crying, don't cry.. it is just part of it.. just be there. s/he'd feel that atleast someone is on him/her side.. this makes the recovery much faster than having no support from family and loved ones.
from my experience.