Far more is known about signs, symptoms, and possible treatments of depression than is known about causes of depression. What makes things even more difficult regarding causes is that there is no single set of things that do or don't cause depression. People are different. They have different coping mechanisms, and some people have higher degrees of resiliency than other people. Some of those differences are learned, and some of those differences are genetic. Researches do know that genetics play a part in a person's risk of depression; however, they are not sure exactly what those genetic links are yet. According the Mayo Clinic, structural differences in the brain may cause depression, as does abnormal brain chemistry. Finally, hormone changes and imbalances may cause depression as well.
While we aren't especially certain on the biology of depression, we do have a better knowledge about depression and risk factors. Even with a change in brain chemistry and hormone changes, depression isn't guaranteed. Generally, an environmental factor of some kind triggers the depression, and a person that is genetically predisposed to depression is more likely to become depressed. One such risk factor is living through a traumatic or stressful event. This could be the death of a loved one or the end of a relationship, for example. Financial problems are also known risk factors. Chronic illnesses and/or pain are also risk factors for depression.