AS we saw earlier in the Depression Learning Path, depression:

Is not an inevitable consequence of unpleasant events
Cannot be explained as a disease
Is not caused by hormones, or brain chemicals

Although one or more of these may figure in depression, depression is much more than any one of them alone. In this section, we are going to look at the psychological component of depression - the way you think, and how the study of this has led to some of the most effective treatment for depression.

Shared thinking styles for depression

Depressed people everywhere think in remarkably similar ways. Understanding what these thinking styles are and why they form a pattern, is a major key to beating depression for good.(1)

Depression, to be ongoing, has to be maintained. Otherwise, depression will simply evaporate over time. This maintenance is performed by thinking styles that encourage any introspection to be emotionally arousing.

What's the difference between depression and prolonged sadness? (Not a chemical imbalance!)
It's natural to feel sad for a while when something sad happens. When this happens, we may find our energy levels drop and we become more insular to allow us to adjust to our changed life. This is what grief is for.

The chemical imbalance often cited as the cause of depression is just as often present in someone who is grieving.

The key differences between grieving and depression can be said to be:

The person not suffering from depression can "see beyond" the sadness. Even if they haven't formed the thought, unconsciously they know that the sadness will lift. Depression often makes the sufferer think that 'things will always be this way'.

The sadness, or depression, will only affect specific things, even if it is "always there" for some time. Although the mood may be constant, it doesn't "color" everything.
So it's not the event itself that is sad, not life in general. And even if this thought or feeling arises, it is only temporary.

Depressive thinking leads to depression leads to depressive thinking leads to...
 
As we explain these thinking styles you will see how each helps to maintain depression, by altering how we perceive reality.

It's these thinking styles that make it so hard to see an end to the depression, as they limit our possibilities of thought. Once these patterns take hold, the emotional arousal they cause begins to affect us physically.

If you are thinking now "Yeah, but you don't know my life" - remember: there is nothing so awful that you can imagine that someone somewhere hasn't survived without becoming depressed.

It is not your fault if you are depressed, but there are concrete, effective things you can do about it.

One of the things depression needs to survive, is a "negative spin"...

http://www.clinical-depression.co.uk/Understanding_Depression/think_styles.htm