re: Depressed people in denial

First off don't ask direct questions. Ask open ended questions that will allow himself to explain.

Make him feel comfortable, if that means letting him be for a few minutes then so be it. Do let him know that whenever he feels comfortable that you'll listen.

Don't make him feel like you're there to solve his problem, truth is he knows what it is and can solve it. You just have to assist him in doing by allowing him to elaborate and express himself.

It's client-centered therapy based off of Carl Rogers.