Clinical depression is a mental illness characterized by extreme anhedonia (inability to experience pleasure), apathy and fatigue. Its symptoms had been recognized for decades but it was not until the 1980s that it was recognized that it was caused by the shortage of a neural transmitter, serotonin. Depressed patients produce serotonin, but cannot store it and essentially "run out" on a regular basis. Anti-depressants work by preventing neurons from "dumping" their supply of serotonin, allowing it to slowly be built up in the neurons and released in a more or less normal manner.
Unfortunately, one of the risks when starting antidepressants is that the patient's symptoms other than depression will disappear, leaving the patient at a higher risk for suicide.
Clinical depression is separate from the type of depression suffered by persons who have suffered a trauma, such as severe injury or the death of a loved one. However, it is possible for a person to have both situational depression and clinical depression at the same time.
James Wilson suffers from clinical depression and is currently being treated with anti-depressants. He believes House also suffers from clinical depression and gave him a dose of anti-depressants which had the effect of cheering House up.