A Void.

Having depression is like having a terminal illness. Though the pain is not physical it’s never skin-deep. Both hurts like hell. Depressed people tends to commit suicide and terminally illed ones resort to Euthanasia. Different type of hurt but bears the same gravity of pain and suffering. 

No thing or no one can fill the void they’re feeling inside. The more they have, the less they feel happy. Just because they are full that they are not empty. They might be smiling outside but extremely struggling inside.