It is very important for the family to let the patient know that they are there at any time and that he/she is important to them. Remind him/her that he/she is not a burden to the family. Because most of the time, he/she may believe it is true even if it is not. So constant support and showering of encouragement can go a long way. If the depressed person asks for space, and you judge it to be safe to provide such a space, you may allow it. However, it would be best to check in every now and then still.