Dear :),
Depression isn't about reasons. Some folks have a long list of the best posible reasons for being depressed, and they're not ; others have everything in their life hunkydory, and they're miserable. It is caused by chemical imbalances in the brain which are enough to make ANYONE depressed, under ANY circumstances. Just like cb says.
But don't underestimate the power of Depression. If you could change that state of mind ebntirely on your own, you would already have done so ; so be cautious about rejecting potentially effective treatments like antidepressants. However, if you can find a therapist, perhaps a psychologist, who can provide COgnitive Behavior Therapy (CBT ), which focusses specifically on identifying and changing the specific state of mind you mention, scientifically and accurately, go for it.
But be aware absolutely NO OTHER psychological/talking/thinking method of treament works or has EVER been shown to work. Ignore Dianne, or whatever other phony nickname our visiting Scientologist is using to peddle their quack therapies today.