Depression has many possible causes, such as genetics, brain chemicals and your life situation. Chronic stressful life situations can increase the risk of developing depression if you aren't coping with the stress well. There's also increasing evidence of links among poor coping, stress and physical illness.
Stress is a normal psychological and physical reaction to positive or negative situations in your life, such as a new job or the death of a loved one. Stress itself isn't abnormal or bad. What's important is how you deal with stress.
If you're having trouble coping, chronic stress can wear you down and overwhelm you. You may frequently be in a bad mood, your productivity may decrease, your relationships may suffer, and you might even find it difficult to go about your normal daily routine.
You can try some self-help stress relievers to get your stress under control, such as meditation, yoga, exercise or simply cutting back on your obligations. If your stress management efforts aren't helpful enough, see your doctor. If you've developed depression, you and your doctor can discuss treatment options.