[Not_here]

You did well with the whole poem. I especially like the personifications. The irony is great too because Sadness is sneaky!
You mentioned you wanted feedback specifically on the last stanza. Do be honest, these lines seem pretty good to me.

Originally Posted by Breathe~me

Tonight I dance with depression,
Until sadness clasps my hand,
Welcomes me as his company,
[/i]

Maybe it is the rest of the stanza that can be worked on (if you want, of course!)

Some thoughts:
"Tells me it's only temporary", -try avoiding the word "it" because I'm guessing you mean depression but since depression is personified here, maybe using a pronoun makes more sense? or somehow specifying more.
"And that depression is a monster", -maybe this line can be switched with the one above so that it reads
"tells me depression is a monster
but it's only temporary"- but then in this case, a more precise word than "tell". I'm thinking "reassure" "reminds" "insists" or something to signify that the speaker of the poem already knew that about depression but needs that extra reminder, so that the speaker can take action and leave depression because from what is described, it is a toxic friendship/relationship.
-"That Will Never Last". - maybe insert a metaphor here. Idk. What is something that doesn't last that you can compare depression to?

and this is only if you want...like all the other suggestions. And I don't even know what I'd personally do so this is just a curiosity of the possibilities type of thing.
But you left it at what "Sadness" said but what does the speaker of the poem say/do back? or respond? Is the speaker convinced by what Sadness has to say? Note: You don't have to reveal so much, because it's also fun for the reader to fill in the blanks. But think about the choices you have here. There's a lot you can say in the poem, and there's what can be said from what is omitted too.