Depression Support Group
Depression is a real and debilitating condition that is often misunderstood by family and friends. Its meaning can range from a prolonged period of sadness to an actual mental illness with specific symptoms. Find and share experiences with others who are going through the same struggles.
Don't make this person choose between you and her, make that clear. Just tell her that you like to keep your two worlds separate and that 3rd person does not do a good job of it like she does.