The basic cell of the brain and nervous system is called a neuron.
Neurons talk to each other by releasing neurotransmitters.
There are specific circuits of neurons in the brain that use specific neurotransmitters, and studies over the last fifty years have begun to identify which circuits and which transmitters are involved in depression. Antidepressant medications affect the amount and duration of these transmitters. Some therapies even cause your brain to create brand new circuits so that depressive thoughts don't become so stifling. Most depression is considered 'psychiatric' meaning that it occurs independently of other disease processes that may be at work in the body. However, sometimes certain diseases and drugs are responsible for the changes in the brain leading to depression.