The difference between depression and clinical depression is clinical. They both feel the same. The word clinical, however, makes it sound a bit more grave. If you are clinically depressed, that means that you’ve seen a professional and been diagnosed. If you are depressed, clinically or regularly, I am sorry for the way you feel. You are likely suffering from a mistaken idea about your Self.
If you understand your true Self, you are impervious to depression. Unfortunately, that understanding takes time and practice. Depression makes time drag and practice difficult. Faith that your true Self is there can help immediately. When you understand that your Self is shining brightly, while you suffer through your dark moods, your moods will lose some energy.
Either term, depression or clinical depression, helps to separate your Self from your mood. Labeling it makes the mood into and illness, like the flu, which has no shame or identity problems associated with it. When you have the flu, you know just what is wrong with you and you know it will pass. When you are depressed, you think something is wrong with you and it will be there forever, because it is you. It is not you. That is the mistaken idea about your Self.
Whether you are depressed, clinically depressed, or sad, if you are aware of your mood and aware of your feelings you are on the right path. You will feel better and become more aligned with your Self. Your true Self is there, waiting patiently and lovingly for your return.