What causes depression? Depression, AiR says, is caused by the aggression of the mind. The mind, like a monkey, jumps from thought to thought. It is this incessant bombardment of thoughts by the mind that makes us worried and stressed and leads to depression. We have to tame the monkey mind and turn it into a monk. Once the mind becomes still, we can experience peace and bliss. The ultimate way to overcome anxiety, stress, depression, however, is Enlightenment