There is major difference with being depressed and having clinical depression. I have been fighting the latter for the last few years and I can vouch for there being no cause.

Example: I was with my extended family members in mountains of coffee plantations enjoying a vacation. There was no internet connection and thus nothing to disturb me. We were all (over 20 of us) having a great time. We were playing a game of cricket, where during the game I had a depression attack and almost collapsed on the ground. There was nothing there to upset me at all.

This is just one example. I have faced many more in a similar manner.

There is one thing for sure. Community support helps you fight depression very well. I am a member of a Buddhist group and their encouragement and support has really help me fight it.