The pain of depression usually expresses itself in physical symptoms but the pain itself usually originates from conditions of the heart (aka spiritual problems.) The physical problems are so obvious though, and sometimes so intense, they are seen as the problem.
I have found a list like the following to be helpful, seeing in black and white, what a person suffering from depression could be experiencing all at once:
Insomnia or hypersomnia
Significant weight changes
Feelings of being restless or slowed down
Fatigue, loss of energy
Sense of alienation from things once deemed beautiful and pleasant
Feelings of sadness, being blue, down in the dumps
Notice that feelings (i.e. emotions) are categorized as physical symptoms rather than spiritual. This I think is a stumbling block for those people living with depression and those treating depression. Feelings aren't right or wrong, there is no morality to feelings, they just are. But a lot of life is experienced through feelings. What a person does with, how they respond to, their feelings or the feelings or others is where moral action takes place. I personally believe that the blurring of other symptoms of depression with feelings is very confusing and leads to more depression - this is one of the reasons why it is so helpful to separate physical problems with spiritual problems.