Depression IMO has to be caused by chemicals being released in the brain, or anti depressants wouldn't work. As to why they are released, I don't know.
I used to think I was depressed, but anti depressants didn't work on me ( though they did make me impotent ). Took me a long time to work it out, but I'm sad because of what happened in my early childhood that was never resolved. My parents never got over it the rest of their lives either. Unfortunately there are no legal drugs for sadness.
However, back then I doubt psychologists were considered as a solution, and people were left to make the best of it they could ( or not, as the case may be ).