One Thing Never To Say To Someone With Depression

"You need to get out of this funk and be thankful for what you do have. It could be worse."
When people say something like that to me, I'm never sure if I should say something. 
I'm having a really bad today and I tried talking to my wife about it. Above is what she said to me, word for word. I told her that doesn't help, and she got angry and said forget it.
I wish people, especially loved ones, could understand what it's like to fight depression. It's horrible. I do have more good days than bad it seems, but when it's bad, it's really bad.