There's a difference between sadness and clinical depression. We all feel sad sometimes, possibly often, but that doesn't always mean we are suffering from a chemical imbalance. As The School of Life points out in this video, sadness is often a rational -and normal- response to the world around us.
They offer some techniques for battling the sorrow and loneliness we feel in response to life's circumstances. However, if you cannot identify the source of the sadness, or if it affects your everyday functioning, you should seek help for possible clinical depression. They followed up that video with another that points to anger as a possible cause of sadness.
In short, the world is horrible and depressing, but we can make it better. Our emotional response to the world can be difficult, but with understanding, we can make that better, too. -via Laughing Squid