Depression can be an organic disease in which the chemistry does not work correctly in the brain in this case see a doctor and get on the right medication.
Depression can also be a learned behavior, a cocoon of helplessness that requires interruption.
One theory is that depression is often anger turned inward; unexpressed wants that have been swallowed. Learning to express anger as a way of discovering more about your wants can raise your level of awareness.
Depression can be triggered by people or events, an old friend who goes out of his/her way to remind you of something you are ashamed of, for example. A parent that taunts you with an embarrassing childhood accident.
Childhood trauma of sexual or physical abuse can lead to a lifelong struggle with depression. The child persuaded to keep secrets has had their spirit squeezed way too early in life. The secret keeper is always the most damaged. When there is a lot of despair, it means there is not enough access to choices. Going to therapy or talking to a good friend is a way to embrace more possibilities.
Anxiety is a powerful trigger to depression. If you are able to make anxiety bearable, take risks, and enlarge your world, you will be less prone to depression. If anxiety strangles choices, then it is likely depression will be nipping at your heels. When you are depressed it is important to restore movement to your life through your emotions and your thinking; Feel -> Think -> Do.