First of all, don’t look at it like a Daddy/dom to sub/little responsibility. Look at it as one human being caring about another, and just be there for her, however you can. The concept that a Daddy/dom is supposed to have some greater responsibility than some other significant other is lame.
She’s your girl. Give her a hug. Tell her you are there for her. Ask her how you can make her day better. Try to see what stresses she has and if you can help, then do so. Let her just get shit off her chest and be there and listen.
Women are different often than men when it comes to conflict resolution. They tend to be mentally relieved a bit by just talking, while we look to solve things. Take an example: say she is having issues at work with her boss. She just wants to come home and talk about it. She doesn’t want you to provide a solution. She just needs to talk. When she is done she will be better than when she started, more times than not.
However, if her depression is sustained over time, to the point it is considered a clinical depression disorder, you need to seek therapy for her. I am a strong believer that most people never need meds, because most meds act as stress inhibitors, and stress is a good thing in some regards. Stress is what has kept our species alive. Inhibiting it is not the best resolution; managing it is. So she should seek counseling, and if you care about her, you will need to be the one researching this because she won’t; she will say she will ‘get around to it’. I am not saying your girl is to the point that she needs to seek counseling, but there is nothing wrong with that if she does.
Best of luck.