Depression can occur  for a variety of reasons.The following are some of the reasons:

Biological differences: People with depression appear to have physical changes in their brains. The significance of these changes is still uncertain, but may eventually help pinpoint causes.

Neurotransmitters: These naturally occurring brain chemicals linked to mood are thought to play a direct role in depression.

Hormones: Changes in the body’s balance of hormones may be involved in causing or triggering depression. Hormone changes can result from thyroid problems, menopause or a number of other conditions.

Inherited traits: Depression is more common in people whose biological family members also have this condition. Researchers are trying to find genes that may be involved in causing depression.

Life events: At some point in your life you feel devastated , due to some incidents such as the death or loss of a loved one, financial problems, and high stress, this can trigger depression in some people.

Early childhood trauma: Traumatic events during childhood, such as abuse or loss of a parent, may cause permanent changes in the brain that make you more susceptible to depression.