It's not a depression. u just lost someone, u have a momentarily moment of feeling "down", u can't do anything against it really. It goes away in time, faster than u will be expecting most likely, it depends from person to person though.
U feel sh!t now, tommorow when u will wake up it will be less, the day after even more, in a week or so u will be just fine.
I lost 3 family members in the last years (my mom, uncle and grandma) so I know the crappy empty feelin, it goes away.
A depression is somethin else I think , U are more likely in shock right now