Jonathan Edwards explores one of the reasons an individual might be caught in a state of depression:
If you live very much in spiritual darkness, and without the comfortable presence of God, it may be this is the cause. If you complain that you have but little sweet communion with God, that you seem to be left and deserted of God, that God seems to hide his face from you, and but seldom gives you the sweet views of his glory and grace, that you seem to be left very much to grope in darkness, and to wander in a wilderness. Perhaps you have wondered what is the matter; you have cried to God often, that you might have the light of his countenance, but he heareth you not. And you have sorrowful days and nights upon this account. But if you have found, by what hath been said, that you live in some way of sin, it is very probably that is the cause, that is the root of your mischief, that is the Achan, the troubler that offends God, and causes him to withdraw, and brings so many clouds of darkness upon your souls. You grieve the Holy Spirit by the way in which you live. And that is the reason that you have no more comfort from him. [“Christian Cautions“]
Words of Grace 