Depression is highly prevalent worldwide and associated with significant morbidity and mortality. Approximately 340 million people worldwide suffer from depression at any given time. Based on estimates from the World Health Organization (WHO), depression is responsible for the greatest proportion of burden associated with non-fatal health outcomes and accounts for approximately 12% total years lived with disability. Probably no single risk factor can be completely isolated in major depressive disorder (MDD), as interactions between many sources of vulnerability are the most likely explanation. Buttressing the identification of grief, demoralization, hopelessness and styles of psychological coping of the depressed patient are vital, ongoing scientific developments that flow from an increased understanding of this interplay amongst the immune system, endocrine system and brain. The rapidly accumulating body of neurobiological knowledge has catalyzed fundamental changes in how we conceptualize depressive symptoms and has important implications regarding the treatment and even prevention of depressive symptoms in patients.