Many of the physical changes brought on by depression, such as sleeplessness or a lack of deep sleep, are thought to deteriorate your body immune system. In turn, physical changes caused either by depression or chronic condition can intensify or trigger depression. All these changes can lead to a vicious circle that's tough to break without treatment for both clinical depression as well as any various other diseases. Depression boosts your threat of a number of diseases and various other problems by, for example, raising levels of tension hormones such as cortisol or adrenaline.