Best friend with depression doesn't seem to want to see us. What should we do?

Stop by. Many people with depression don't have the energy to deal with going out, or with a lot of people at one time. So one or 2 could bring over a pizza for lunch!
Don't give up. Try again if you care for your friend. Besides sadness, usual expressions of depression are not feeling like doing things one previously enjoyed; and social isolation. Don't be put off by his resistance. It is only caused by his depression. Insist. You may be his only chance of getting better.