Clinical Depression, also known as  Major Depression, is defined as a "mental health disorder characterized by persistently depressed mood or loss of interest in activities, causing significant impairment in daily life"  It's important to point out that everyone can be depressed from time to time and some people can have an extended period of time where they are down due to external circumstances or internal factors effecting moods.  Clinically, this is called Minor Depression.  

The big difference between typical Minor Depression or when someone is feeling depressed and Clinical or Major Depression is the fact that Clinical Depression is persistent.  Another word for this is chronic.  That means it is long lasting and does not get better on it's own.  

The Mayo Clinic also suggests that "possible causes include a combination of  prolonged biological, psychological, and social sources of distress. Increasingly, research suggests these factors may cause changes in brain function, including altered activity of certain neural circuits in the brain and the  persistent feeling of sadness or loss of interest that characterizes major depression can lead to a range of behavioral and physical symptoms that may include changes in sleep, appetite, energy level, concentration, daily behavior, or self-esteem.