The key criteria is the prolonged presence of the symptoms (typical minimum threshold is 2 weeks continuously) and the degree of disruption of quality of life. There is a difference, as stated above, between sadness, stress, grief, and other "life causes" and the suffering that comes with disorders like depression and anxiety. Depression, or sadness/grief, after the death of a loved one is typical, if not expected, and is considered perfectly normal behavior. Chronic, generalized sadness, hopelessness, worthlessness, etc in the absence of an acute cause or otherwise "rational" reason is very different. However, a widely-held belief that someone with depression can just "get over it" or "look on the bright side" or "try to have a better outlook" is extremely damaging to those who suffer with it, because it not only invalidates their struggles, it could also keep them from seeking actual help because they feel no one understands or accepts their pain as real. Same with anxiety. "Oh don't worry about it" or "it's not that bad"...same effect.
There is a huge stigma against mental illness, because many people believe one can either be psychotic (schizophrenia, DID, shizoaffective, etc) or not mentally ill, and that simply isn't the case. Just because symptoms are not glaring or lab imaging doesn't show anything doesn't mean the ailment isn't serious.