http://www.pubmedcentral.nih.gov/art...?artid=2254223

There is a definite connection genetically. If you have that, plus an environment that engulfs you in it, then what you learn (how to respond etc) can make it more likely? But with that said, it doesn't mean that you will have to be depressed, nor that if you are that you have to be in a depressed state for your life.