Depression is a highly heterogeneous condition that may arise through multiple biological, psychological, and environmental pathways, including chronic stress, loneliness, trauma, bereavement, infections, physical illness, and other environmental and physiological factors. From an evolutionary perspective, some depressive responses may originally have served adaptive functions but become maladaptive when excessively intense or prolonged. Modern lifestyle factors, such as chronic stress, insufficient sleep, physical inactivity, social isolation, and unhealthy diets, may contribute to depression partly by promoting low-grade systemic inflammation, which can influence brain function and produce depressive symptoms. This evolutionary psychoneuroimmunological perspective highlights the importance of identifying the underlying factors that trigger and maintain depressive episodes. Understanding the diverse mechanisms underlying depression could facilitate more effective diagnosis, prevention, and treatment.