Stress is another big reason for the problem of depression. When the body is under immense stress, it produces a hormone called cortisol. Cortisol might help to cope with the stress in short term basis. But if the stress pressure continues for a prolonged time, then it can cause the issue of depression in a person. Stress can happen due to many reasons such as job, finance, relationship or ailment. Whatever might be the case, it is important to manage your stress level before it takes a serious turn of depression.