We don't understand all of the mechanisms of long-term illnesses like depression, diabetes, heart disease, Alzheimer's, etc. but we do know how to fight them: exercise and good diet. *
Some processes in the human body obviously get disrupted under modern conditions, so it's important to give your body something it's a little more used to: more movement, more traditional foods.
* (Obviously, it's not going to automatically fix depression in all cases, but it's absolutely worth fighting the good fight if you can. Other treatments are definitely worth trying too.)