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The causes of depression are complicated. In general, they are related to genetic, physical, psychological, and environmental factors. If there is a history of depression among your family members, you are probably more susceptible to it. Since different people react to life events differently, their susceptibility to depression varies. However, there are cases of clinical depression where there is no apparent cause. No matter what the causes are, in most cases, sufferers recover eventually. To make it easy to understand, we may see it from two angles, the “Brain” and the “Heart”.
Looking at the ‘Brain’
Cortisol When a person is under stress, the brain will stimulate the body to secrete a stress-related neurochemical called cortisol. Cortisol is essential to keep us energetic. However, if the level of cortisol is too high, insomnia and loss of concentration may result. Depressive symptoms may also emerge.
Serotonin As cortisol level rises, neuro-messages to secrete another happiness-related neurochemical called serotonin will be blocked. Prolonged high level of cortisol will damage body tissues and cells, and it will take a long time to repair and recover. Many patients with depression suffer from malfunctioning of serotonin secretion. In combination of poor sleep and weakened immune system, a vicious cycle of depression will be formed.
Under this mechanism, antidepressants are used to regulate neurochemical levels in the body and thus help to relieve sufferers?depressive moods.
Looking at the ‘Heart’
Depressive Thinking Style

A negative thinking style can put you in bad moods, trap you in a spiral of depression, increase stress, and affect body functioning. Observe yourself carefully for any depressive thinking. Pin down the core causes of your depressed moods, and learn how to change your thinking style in order to improve your emotions.

Internal & External

Think that all the bad things are a result of your own problems. (Internal factors)

Depressed Little Prince, “My employer did not accept me because I’m terrible!”

Think that all the good things have happened because of luck. (External factors)

Depressed Little Prince, “Oh, I’m accepted! I was offered this job merely because too few people applied for it.”  
Global & Specific

Exaggerate and over generalize bad things. Overestimate the severity of bad outcomes. (Global view)

Depressed Little Prince, “Failure in the exams means failure in school. I am a failure!!”

Abate the good things; focus on the small flaws or other negative possibilities. (Specific view)

Depressed Little Prince, “I passed the exams but I’m more stressed now because I am afraid I am not going to pass the future exams. Also, I may have to face jealous classmates ……”  
Stable & Unstable

See bad things as the norm that will never get better. (Stable situation)

Depressed Little Prince, “Nobody likes me. I’ll never be liked by anyone.”

Feel insecure about good things and think that they will go very soon. (Unstable situation)

Depressed Little Prince, “Although I am being liked now, it doesn’t mean anything. One day very soon this person won’t like me anymore.”  
It is advisable for people who are suffering from depression to seek professional counselling or to learn to think positively.
References:Burn, D. (1999) (3rd ed.). Feeling good: The new mood therapy. New York: Avon.