People who become clinically depressed have generally experienced more severe difficulties in childhood than those who do not become depressed. These difficulties may include sexual or physical abuse, a turbulent upbringing, separation from a parent, or mental illness in a parent. Some researchers believe that a problematic childhood may trigger an early-onset of depression (first episode occurs before age 20). The most significant event that seems to be related to clinical depression is separation from or death of a parent before the age of 11.

It is not clear just how a difficult childhood can result in adult depression, but there are a few theories. One theory suggests that children who experience great unhappiness growing up have a harder time adjusting to changes in their life such as adolescence and the new roles of adulthood. Another theory is that these children may either lack appropriate emotional development or they become emotionally damaged making them vulnerable to developing depression. Experiencing great difficulties as children, these individuals may be more likely to have low self-esteem, feel powerless, and become dependent on others to make them feel good about themselves. These kinds of traits may increase a person's susceptibility to depression. Still another theory has to do with the developing brain of a young child. Early experiences may affect the development of the limbic system in the brain. If a child experiences great emotional distress, this could affect his or her ability to adapt to new environments and regulate emotions.

During World War II there were a number of children who were separated from their mothers. It was noticed that these children became depressed after going through several stages of grief. First, the children cried strenuously for their mothers. Then the children became very agitated. Afterwards, they became despondent and still. Lastly, they became very withdrawn. This severe reaction to losing their mothers is known as anaclitic depression. This same type of reaction to separation has been observed in studies with monkeys. In these studies, the monkeys secreted higher amounts of cortisol (a stress hormone) during the earlier stages of grief. It was found that the more cortisol that was released into the blood, the more intense the monkey's depression became later on. In approximately one-half of all depressed humans there are high levels of cortisol in the blood.

We all are vulnerable to depression, but people with some serious or chronic diseases may be at greater risk. It may also be true that those who are depressed could be at greater risk for developing certain medical conditions. Treatment for depression can help people manage symptoms of both diseases and thereby improve the overall quality of their lives.

Postpartum depression is not really a separate mood disorder from major depression or bipolar disorder. The word, "postpartum" is a specifier used as additional diagnostic information to describe the onset or occurrence of the depressive episode associated with major depression or bipolar disorder.

Many times, people who become depressed report that a single traumatic event happened just prior to their becoming depressed. Painful experiences such as the death of a loved one, divorce, a medical illness, or losing everything in a natural disaster may be so impactful as to trigger clinical depression. Events like these take away a sense of control and cause great emotional upheaval. Some traumatic events may cause more distress for one person than for another. For instance, a man who loses his wife to death may be more prone to becoming clinically depressed than a woman who loses her husband. This may be because the loss of a wife can lead to additional losses for a man. He might lose contact with children and other family members. He may also become more emotionally distressed and isolated if he has difficulty reaching out to others. Women who lose their husbands may be more willing to seek out emotional support.

A person's recovery from depression may also be affected by traumatic events. The more stress and difficulty a person experiences, the longer a recovery from depression may take. For example, imagine a depressed woman in an unhappy marriage who finally decides to file for divorce. If the process becomes prolonged with disputes over finances or custody of the children then her recovery from depression could be slowed down greatly. On the other hand, if the same woman perceived the divorce as something positive in her life, perhaps she was leaving an abusive relationship, then she might have a more speedy recovery.