Tanya:

I'm so sorry for the loss of your friend, we all here understand how you feel. When my second Golden Retriever, Irina, went to Rainbow Bridge, after many months of treatment for her illness, I would wake up in the middle of the night crying. After three weeks of sleepless nights, I got another Golden puppy and I adore her. But some times I still think that I'm going to look in the back yard and Irina will be there, and she left me 8 years ago. Eventually, the good memories of all those years with Rocky will help you get over his absence. Yes, dogs can be as depressed as we are when they miss a companion and they can also feel your sadness. The two of you, with great love, can help one another during this time of grief.
Let us know how you are doing. We are all thinking of you.