However, nicotine is known to affect neurotransmitter activity in the brain, resulting in higher levels of dopamine and serotonin (which is also the mechanism of action for antidepressant drugs).
This may explain the addictive nature of the drug, and the mood swings that come with withdrawal, as well as why depression is associated with smoking cessation. Avoiding cigarettes—and staying smoke free—could help balance your brain chemicals.

Having Thyroid Disease
When the thyroid, a butterfly-shaped gland in the neck, doesn’t produce enough thyroid hormone, it’s known as hypothyroidism, and depression is one of its symptoms. This hormone is multifunctional, but one of its main tasks is to act as a neurotransmitter and regulate serotonin levels. If you experience new depression symptoms—particularly along with cold sensitivity, constipation, and fatigue—a thyroid test couldn’t hurt. Hypothyroidism is treatable with medication.

Taking Prescription Drugs
Depression is a side effect of many medications. For example, Accutane and its generic version (isotretinoin) are prescribed to clear up severe acne, but depression and suicidal thoughts are a potential risk for some people. Depression is a possible side effect for anxiety and insomnia drugs, including Valium and Xanax; Lopressor, prescribed to treat high blood pressure; cholesterol-lowering drugs including Lipitor; and Premarin for menopausal symptoms. Read the potential side effects when you take a new medication, and always check with your doctor to see if you might be at risk.

Living In The City
You can endlessly debate whether city or country life is better. But research has found that people living in urban settings do have a 39% higher risk of mood disorders than those in rural regions. A 2011 study in the journal Nature offers an explanation for this trend: City dwellers have more activity in the part of the brain that regulates stress. And higher levels of stress could lead to psychotic disorders.

Depression rates also vary by country and state. Some states have higher rates of depression and affluent nations having higher rates than low-income nations. Even altitude may play a role, with suicide risk going up with altitude.