The primary symptoms of depression revolve around sadness, a feeling of hopelessness, and mood changes. Signs and symptoms of depression in children include: 1  Irritability or anger. 2  Continuous feelings of sadness and hopelessness. 3  Social withdrawal. 4  Increased sensitivity to rejection. 5  Changes in appetite -- either increased or decreased. 6  Changes in sleep -- sleeplessness or excessive sleep. 7  Vocal outbursts or crying.