This seems an important observation:

Major depressive disorder is a common and complex condition that impacts about 15% of the population of the United States, yet very little is known about the mechanisms behind the psychiatric disorder. What is known is that there are clinical parallels between depressive symptoms and the symptoms of certain inflammatory disorders.

In findings published electronically in Molecular Psychiatry, researchers from University of Miami found polymorphisms in inflammation-related genes that are associated with susceptibility to major depression and antidepressant response. Two genes critical for T-cell function in the immune system have been associated with susceptibility for major depressive disorder and antidepressant treatment response: PSMB4 (proteasome beta 4 subunit) and TBX21 (T-bet).

The study population was made up of 284 depressed Mexican-Americans from Los Angeles who were already enrolled in a pharmacogenetic study of antidepressant treatment response. The control group was made up of 331 individuals from the same community.

Does the immune system attack the brain to cause depression? Or perhaps T cells are involved in signalling systems that cause neural stem cells to replicate and form new neurons.

The point about depressive symptoms and inflammatory disorders is important as well. Possibly vitamin D and/or omega 3 fatty acids might dampen inflammation and thereby help to treat depression.