My Cousin told me she has depression. What can I do to help?

We were on the phone and She asked if I was alone, and I said yes. She told me that she's been crying and she feels that no one loves her, so then I said "but what about us? We love you." And she said that there's something in her head that says that people don't love her. She told me to keep it a secret from family, so it doesn't make them worry, as they are hardcore worry warts. We usually don't talk, its usually just the adults through phone. What can I do to help?