There can be many causes for depression. Depression can result from physical ailments or the lack of certain nutrients in the body. Or sometimes depression is caused by a chemical imbalance in the brain. 

Depression can also result from inadequate sleep. There can be psychological issues also (inward scars from sad experiences, exposure to violent, sensual or demonic movies etc.) 

Depression is sometimes the consequence of an absence of physical light. But the greatest cause for depression--and the one I will address here--is the absence of spiritual light.

Without spiritual enlightening, we walk in darkness. And darkness is depression.

Jesus is the light of the world that came to shed light into the human heart - and to save us. If you have never yet accepted Jesus into your heart as Lord and Savior, then it is normal and natural for you to feel depressed.

We were created to know God - and when we don`t know Him personally and don`t have a living relationship with Him, a void remains in our hearts; we often feel empty, alone and depressed.

Read more on accepting Jesus into your heart here.

Some people, however, still struggle with a sense of depression or hopelessness even after they`ve invited Jesus into their hearts. This is often because, although they`ve invited Jesus into their hearts, they have not entered into His purpose for their lives. They are likely still looking at their own goals, ambitions and agenda instead of fully surrendering every detail of their lives to Him.

Once you surrender everything and allow Jesus not just to abide in your heart, but also to rule your life, provided there are no physical causes, the depression will go. It may take time - time for you to grow in Christ - but it will go.

If we equate depression with emptiness, then let`s remember that emptiness is the opposite of fullness. Fullness comes from fully following Jesus and letting His Spirit fill your heart. Read more on the Holy Spirit here.