When someone says, "I'm not depressed, I just have a lot on my mind," it means that they want to clarify that their current emotional state or challenges are not solely due to depression. Instead, they believe their feelings of distress or overwhelm are primarily caused by the numerous thoughts, concerns, or issues they are dealing with at the moment.
In this context, the person might be facing various stressors or life events that are occupying their thoughts and affecting their mood. These stressors could include personal problems, work-related issues, family matters, financial concerns, or any other significant life events that are weighing on their mind.
It's essential to understand that while they may not identify themselves as depressed, having a lot on their mind can still lead to feelings of anxiety, sadness, or other emotional struggles. It's possible that the person is experiencing situational stress rather than clinical depression. However, if their feelings persist and begin to interfere with their daily functioning or overall well-being, it's important for them to seek support and talk to a mental health professional to better understand and address their emotional state.