What do you think causes depression?

The vulnerability of your mind.

Explanation:

This is because depression is often described as a chemical imbalance in your brain, but the most often cause is how vulnerable you are in your position. If you are between a lot of people who make you feel safe and happy, or if you are in a place that makes you feel the same, then you most likely not be depressed. If you are in a state of vulnerability, such as loneliness, or the state of how you're living, you may become depressed easily. Of course that also depends on your mindset and attitude on things too.