First things first, you cannot cure us and you did not cause this. Do not feel guilty. So many parents and spouses do feel guilty. Sometimes to the point where they don't want to admit there is a problem. "You're not depressed, you're just sad." Because if you are depressed that means there is something wrong in the way I raised you. Depression is a chemical unbalance and no one fully understands what causes it. But it's not the result of bad parenting or not loving someone enough. It is what it is.
Second, don't believe much of what a depressed person says. The truth usually comes with tears. We may tell you over and over that we are okay. It's a hard problem to own up to. We may say hurtful and terrible things to you. In part because we are so angry and frustrated with ourselves and in part because we know we are hurting you and think if you go away that part will be solved. When the individual calms down, tell them that you love them and encourage them to seek out therapy.
Thirdly, while you cannot cure a depressive, you can be supportive. Encourage them to get the help they need. Going to a therapists for the first time can be terrifying. Offer to drive them and take them out for coffee or a favorite meal afterwards. Tell them, they are not the disease and a better day will come.
Lastly, and most importantly, I heard years ago that depressives become suicidal when they think their family and friends would be better off without them around. So remind them daily how much you enjoy their company. Be as specific as possible - "I love your sense of humor. I enjoyed spending the afternoon with you. Talking with you today really brightened my day. I don't know what I would do without you. You complete our family, we would not be the same without you." Depressives don't feel as if they have value and worth. Loving a depressive means constantly reassuring them how much they mean to you.
It's boils down to patience, support and love. Help them admit there is a problem and see that there can be a better life ahead. Encourage them to get the help they need. If they had a broken bone, you would get them to the hospital. Depression is less visible, but every bit as "broken."
Part One: Mental Health
Part Two: Am I Depressed?