Differences Between Grief and Depression
From: Finding My Way, Healing and Transformation Through Loss and Grief by John M. Schneider

Issue Grieving Depression
Loss There is a recognized loss A specific loss may or may not be identified.
Cognitive Schemas Focus is on the loss. Preoccupation with deceased, implications of loss, the future. Focus is on self. Persistent, distorted and negative perception of self.
Dreams, Fantasies or Imagery Vivid, clear dreams - sometime of the loss; dreamer feels comforted. Negative imagery that contributes to negative perception of self.
Physical Modulated physical response: the body is allowed to collapse and person admits to exhaustion. Un-modulated response: Bodily damage and increased vulnerability to illness - via lack of sleep, anorexia or weight gain, unnecessary physical risk.
Spiritual A connection felt to something beyond, e.g. God; continued dialogue with emotions allows challenges to previously held beliefs. Especially a year or more past the loss, a persistent failure to find meaning; focus on "why me" and unfairness of loss; no answers to questions.
Emotional Status Variable: Shifts in mood from anger to sadness to more normal status in same day. Fixed: Withdrawl, despair, reports feeling immobilized or stuck; difficult to "read" emotions.
Responses Responds to warmth, touch, reassurance. Responds to promises and urging or is unresponsive.
Pleasure Variable restriction of pleasure. Persistent restriction of pleasure.
Attachment Behavior Feels reassured by the presence of close friends or someone who is willing to listen to their story. Loss of connection with self and/or others.