Could be lack of sunlight. You might try getting a light box, which mimics natural light to help lift mood. I have one and it works wonders.

The other thing you might think about is if there are any particular stresses or triggers during the winter that might make you depressed. Does work get extra busy, does family tend to need more attention, do you get less exercise or sleep? I tend to find that right after the Christmas rush, when I've had to do a lot of travelling to see family and am on the go all the time through the holidays that afterwards I tend to crash out of exhaustion. I need a holiday from the holidays most years.

Good luck!