Perhaps the question is confusing because most of us think that cause means a logical A to B connection, and the fact is there probably is! However, we tend to see ourselves as tough people and so we cannot believe that a particular A to B event could possibly cause so much distress.
Some folks want to know if depression is a chemical imbalance. Any and every chanage in the brain's chemistry beyond homeostasis is a chemical imbalance. A belly laugh could be a chemical imbalance.
I suggest a person list every depressing thing that has ever happened to them. Remember, there is a place in the brain, called the amygdala. It processes and stores intense emotional experiences from seven months in utero, but we do not have conscious access to our amygdala. So losing your father at age two could "cause" chronic depression unless we consciously take the time to grieve his death which we can do even years later. Yes at age two, the loss of his voice, his smell, his touch will be devastating, you just won't know it, but your amygdala will and will continue to send those loss messages to your muscles..
In general, loss is the cause of depression. So make a list of every loss in your life and ask people who know you if you have left anything out. Remember too, depression is necessary to grieve losses. Just don't want to get stuck there.
Getting beyond the intense emotional experience requires left and right hemispheric integration in the brain of both the emotions and the story line of the experience.
So talking, journaling, crying, screaming, exercising, getting a massage, a little EMDR therapy, are all ways to bring about left right hemispheric integration. I know there are many hubs on this topic, so check them out as well.