Pay attention to her mood, as she may choose to mask her blues a bit.
Watch for subtle changes in behavior. For example, if she comes home after a hard day and seems just slightly not herself, don't dismiss this and get back to your video game. The more aware and reactive you are, the sooner she will be cheered up and herself again.
Ask about the mood change in a polite, caring manner, and avoid being insincere or patronizing, as that could make her feel even worse.
Let her vent, even if you yourself are the target of her diatribe. Avoid succumbing to the temptation of arguing back or getting defensive. No matter the cause of her sadness, it's vital that you be a good listener. This is good in that you are able to show your appreciation by letting her connect with you.
Use humor, but make sure that your timing is right.
If you crack a joke too soon, then you run the risk of appearing insensitive and not being mature enough to be a friend to her in her time of need. However, everyone loves someone who can make them laugh, especially during a dark time.
Take her out to do something that she enjoys.
Not only is this good for the obvious reason - fun things equal less sadness - but also for when she doesn't feel like talking about what it is that is depressing her. Don't give up if she chooses to crawl into a shell. Sometimes doing something fun together is the best remedy for getting her to either open up or realize that what was bothering her isn't as bad as she initially thought.