Sin: When Cain failed to bring the acceptable blood sacrifice that God
required, “his countenance fell.” He descended into a state of depression
due to his disobedience. The Lord confronted Cain to do what was right!
In other words, bring the proper sacrifice and he would be accepted, but
if he refused to do so, “sin lieth at the door,” that is, crouching at the door
to consume him with guilt. Disobedience and unaddressed sin in a life
can be one of the causes of depression.

Satanic Attack: After Elijah’s incredible triumph at Mt. Carmel over the
prophets of Baal, Jezebel vowed to hunt him down and kill him. Since
this was no idle threat, Elijah fled for his life. On the lam, he sat down
under a juniper tree and descended into a dark place called depression.
Oftentimes after we experience a great victory for the Lord, Satan will
cause a shadow of melancholy to come over us. Many of the past giants
of the faith, who made major inroads into the kingdom of darkness, were
afflicted with bouts of depression.

Medical: Sometimes depression is a medical condition, which can be
caused by any number of reasons: biological differences, brain chemistry
(neurotransmitters interaction with neurocircuits), hormones, family
history, etc. If you suffer with clinical depression, it should not be taken
lightly. Consult your family doctor as soon as possible. There are many
very effective medications today that can help you live a normal life.