I believe that some people are more predisposed to developing depression than others, as they say depression can run in families.
However, external factors and the situations you find yourself in can also play a major role.
I think my childhood had a lot to do with the start of my depression, I was not encouraged to show my feeling, so I just tried to keep them inside. I still have difficulties expressing my feelings, I feel lonely and trapped, I have done most of my life. Some of my life events have also not worked out how I thought they would (infertility) so they have been a catalyst to bringing the depression out to the surface and feelings of being different not being able to cope.