Laziness is a choice, whereas Depression is involuntary.
"Laziness is a value judgement. It's someone saying 'you aren't doing enough' (that person may be yourself). Because it's a value-judgement, when you say someone is lazy you are saying their behaviour and choices are bad. "
"Depression, on the other hand, is more easily identified as an involuntary state, exhibiting measureable symptoms, and with more far reaching fatigue, disordered thinking and low mood. Whereas some people will make a value-judgement about the worth of someone with depression, when you say someone 'is depressed' or 'has depression' (provided you do not do so in a way that implies you don't believe they actually have depression) you are recognising that some factor other than the person's choices are impacting on them. "https://www.quora.com/Depression/What-is-the-difference-between-depression-and-laziness