Op there is no way your friend feeling depressed without a reason because it is not said to you. She/he may have some deformity that is covered with clothes either in the genitile and that giving the person concern. Depression is traced to a reason, the outlook of people don't say how the inside is or there are some anxiety going on inside like this @OblivionFlorido mentioned below quote.
What is normal for a man is not normal for a woman. 40 years for a man is a pleasant age - the dawn of strength, financial independence. And for a woman of 30, this is already the beginning of the end, and if there are no children under 30, then this can drive into depression.
This is true that a man's biological system and age is different from that in women. A woman getting close to the reality of menopause without being married, no child or companion is a challenge and that can cause depression.