Look, in my experience, there is always a reason behind this. I mean beside the fact that depression is a state that will always be there in the mind of someone. I’ve been like this all my life. But as I grew (I am 41 now), I tried to analyze everything in detail, and I managed to improve things in my life as much as possible. Bad relationships were one thing, so I got out of them and focused on relationships with people who understood me as I was, who didn’t want to change me. Drugs and alcohol just amplified the depression. So does stress. Sports, especially endurance training (long distance running and cycling) are fantastic! Try them!
Plus they say that things improve after 40 in case of depression, so maybe I feel better not because I divorced and found a great partner afterwards, but because I am over 40.