You can not die from the sadness of depression but if you do not get help suicide is a big possibility. If depression is not treated can have very harmful effects to your health. In some cases can lead to death. It can also ruin your relationship with friends, family,and life partners. If untreated it can to lead to major depression. Depression involves body,mood,and your thoughts. Clinical depression can affects the way you eat and sleep. it also has an affect on thoughts by yourself and the thoughts about people around you. It can even affect your thoughts. So if depressed antidepressants is always a possibility. If you are depressed you can pull yourself together and get cured, getting help is good too.