Sometimes there is a real cause of depression. Could be pressure, work, relationships, problems in family,financial problems external causes or internal causes like health issues,aging,menopause,sexual disfunction etc etc.

Sometimes depression not 'caused' by anything but it still feels just as real to the depressed person. Anxiety,mood disorders etc.

Get professional help for them, and also u have to be patient and understanding. Nobody chooses to be depressed.