If you notice that your teen is exhibiting behaviors that may indicate he/she is suffering from depression, the first thing you need to do is let your teen know you've noticed how his/her behavior has changed. You don't want to do this in a confrontational way, but with gentle persistence that lets your teen know you really see him/her and want to support him/her. When you approach him/her about what you're seeing, don't bombard him/her with questions as this can lead to just more withdrawal. Instead, share with him/her what specific behaviors are concerning you and why you find them concerning. Let your teen know you're there to listen to him/her about why he/she feels and behaves as he/she is. Once your teen does start talking to you, don't judge or lecture. It's difficult enough to get your teens to start talking, so once they do, let them go on. Your role here is to listen, be supportive and validate what your teen is feeling. You won't be able to talk him/her out of feeling depressed! However, you may want to encourage your teen to exercise (or join him/her) as exercise can lead to an elevated mood.
In addition to talking to your teen yourself, you also want to turn to a professional who can help your teen with his/her depression. This could be a mental health provider or even your family doctor (some depressions might have a physical cause). Check with your health insurance provider for a list of potential psychiatrists, psychologists or mental health clinics that accept your insurance. You can also turn to a trusted clergy member or school counselor. If your teen expresses any thoughts of hurting or killing him/herself, then you must get your teen to professional help immediately!
Once you've engaged a professional to help you and your teen, you can then start exploring treatment options, which can range from drugs to talk therapy.