Depression is an extremely varied condition - in my work with sufferers the reasons for their depression can vary hugely, some of the typical causes including stress, lack of sleep, bereavement, and disturbing events such as loss of a job. The article Help for Depression listed below goes into more detail about the causes and treatments.
What is very clear is that there is no one single magic cure for depression, despite some of the claims that have been made. Beware of the therapist offering a 'one size fits all' treatment. Every person who comes for therapy is an individual, and the treatment needs to be adapted to their specific needs.