One day when I went to therapy, my therapist asked how my depression was. Though, she never mentioned before that I had it or if I was diagnosed with it. By her saying this, is she basically saying I have some form of depression?
Be more direct. By her asking the question it certainly is implied that you have symptoms of depression. Ask your therapist straight up what your diagnosis is and her plan for working with you. This can be a very helpful conversation to begin.
Wishing you patience and peace,