If you're well meaning and the person is stable and a close friend, it's probably OK to say, "Hey, I think I might be depressed; do these sound like your symptoms?" But just because someone has a mental illness doesn't mean they're a doctor, and both of you are better off if you leave that kind of stuff to professionals.
First of all, I think most people could benefit from going to therapy. You definitely do not need to have a mental illness to go!
And even if you do...well, that's really no one's business unless you want to share it. You do not need to actively be in a crisis to be in therapy.