But the type of depression Jesus is speaking of relates to those who have given up on the idea that the attractions and accomplishments of the physical world will bring us happiness.
Remember that "blessed" is being translated from the Greek word μακάριος (makarios), which means "happy" according to the lexicon. We are talking joy here.
How can a person be mourning and joyful at the same time?
The body is a source of distress
The physical body is full of distress - suffering in many forms - but this physical body is not who we are. We are the spirit-person within. We are a spirit-person temporarily living within and falsely identifying with this temporary physical body.
This physical world is a place of death and destruction. Every physical body; every physical structure; every physical family and every physical relationship is destroyed and broken apart by time.
As we put our faith upon these physical dwellings, our physical family, and upon our physical relationships, we are met with distress. This is because each body and each material object, one by one, becomes destroyed or we otherwise become separated from them.
As we lose our family members; as we lose our houses; as we lose the relationships of this world, we are left mourning for their loss. The solution for many is to escape into drunkenness or self-pity.
But the real solution is to realize this world is not our home. This is a temporary place, full of hostilities and full of calamity.
This world is intended to teach us that we are empty without our innate relationship with the Supreme Being. We are nothing without God because we were created to be God's loving servant and playmate.
And only when we begin to realize that this world is not our home and that we can be comforted if we seek shelter within our relationship with the Supreme Being will we be relieved of the distress of this physical world.
Should we become humbled with the realization that this world is not our home and we need to return to God, we will certainly become comforted.
Being “comforted” as spoken of here comes only by way of a loving relationship with God. In reality, we do have a home, and we do have a loving family and a loving Father we can turn to and rely upon.
We can put our distresses and our anxieties upon God, and we will find comfort. We can take shelter of the Supreme Being, and we will find our solution. As we put our love and care upon God, we find our own comfort:
"'Love the Lord your God with all your heart and with all your soul and with all your mind.' This is the first and greatest commandment." (Matt. 22:37-38)
(For a translation of Jesus' statements from the Gospel of Matthew without sectarian influence, see the Gospels of Jesus - translated from the original Greek texts.)