It can be, but not always. There's self-pity (which is a sin) that brings some to become depressed. There are times when we're wounded due to self-inflicted trauma (meaning, you've behaved in ungodly and immature ways and now you have to lie in the messy bed you've made [1 Peter 2:20, 3:9, 4:14-15]). And there are traumatic situations that occur in a person’s life that are totally out of their control which brings them to depression.
In order to find out whether or not it's a faith issue or a medical issue, you should visit with your Pastor and/or a wiser and older Christian as well as your physician to determine the cause (if possible) and the degree of your depression.
I've been depressed before in my life, mostly due to self-inflicted stress and trauma, mixed in with a large dose of self-pity. And this depression was a faith issue. How do I know? Well, because my eyes were focused on me and my life and how I thought everything should be. It’s clear I was involved in self-worship. Since I was in despair due to a sin issue, that’s what made my depression a faith issue rather than a medical one.
After my recent back surgery, I was put on heavy pain medications that I'd never been on before and for a longer time period than I’m accustomed to (two and a half months). I unknowingly got myself off of them too quickly and suffered from painful withdrawal symptoms; one of them being depression.
It's been nearly two weeks since I've completely been off of my pain medications and all the withdrawal symptoms have subsided to a manageable point...except the depression. After suffering from this depression for four weeks, I went to see my doctor.
Though it's still a bit humiliating to admit, I've been diagnosed as being clinically and severely depressed due to low serotonin and was put on Lexapro which is an SSRI (selective serotonin reuptake inhibitor); a type of anti-depression medication.
I've only been on it for a week now and it takes three to four weeks for it to build up in my body, so I'm not noticing any relief from my depression yet.
But you know, God has blessed me with the most wonderful family and friends. My darling husband has been amazingly supportive, tender, understanding and proactive in helping me determine exactly what activities I "need" to do and not do. And in treating me so tenderly, through his actions, our sons have learned the same. My friends have lovingly and faithfully kept me in their prayers. They’ve come to visit me, brought me gifts that lift my soul, encourage me and do things that help relieve the heavy burden I perpetually feel.
Though I’m easily overwhelmed by most things, I’m grateful to God for His word, my family and friends that brings me so much joy and peace, even in the midst of my present darkness.