Though major depression seems to occur, generation after generation, in some families, it can also occur in people who have no family history of depression. Whether the disease is inherited or not, it is evident that individuals with major depressive illness often have too little or too much of certain neurochemicals.
Psychological makeup also plays a role in vulnerability to depression. People who have low self-esteem, who consistently view themselves and the world with pessimism, or who are readily overwhelmed by stress are prone to depression.
A serious loss, chronic illness, difficult relationship, financial problem or any unwelcome change in life patterns can also trigger a depressive episode. Very often, a combination of genetic, psychological, and environmental factors is involved in the onset of a depressive illness.
NIMH Publication