My girlfriend suffers from severe depression, which was confirmed by therapist. She doesn't take any medicine yet, as she's still figuring it out with therapist right now. 

Last evening she had a terrible sound distortion effect and was very scared of it. She started hearing real sounds but very loudly and from different corners of the room. E.g. sound of water drops running down. She lives on campus and her roommate came in. For a second she heard footsteps of different people very close to her, got scared and screamed loudly. After that it ended and her mood suddenly got back to norm

Before that there were situations, when she heard  sounds around her much much louder, than they are really and was very annoyed by them

Her depression is for around 3 years around. That day was especially very stressful

Is that possible for people with depression? What can trigger such situations and how to deal with them?