Coming from personal experience, nothing really works for depression as one of the biggest problems is that when you're depressed, all the things you normally love to do and that make you happy just.. don't anymore. The best advice I can give you is to just let her know that you're there for her and to really encourage her to talk to you if she's having a hard time. Also, depending on how depressed she is, if you see her during breaks, try and make her laugh or engage her in conversation involving topics that she loves or always gets her into a heated debate, or do something with her that she really loves.

Surround her with as many things that would normally make her happy and while it won't stop her from being depressed, it should at least help make her feel better, if only for a little while.