Depression does make us experience vast dark emptiness. I have learned to put that emptiness to use. It is always going to be there but I learned how stay away from the deepest pits and give myself permission to take temporary shelter and avoid long-term residence.
I would never say to someone that I know what you are going through because every depression/cave is unique. I think the safety precautions we need when we find ourselves in our depression/caves are the same for everyone.