When people talk about depression, sometimes they refer to different types based upon what they think may have caused their depression. One such possible cause is existential in nature, that is, a person ends up questioning his or her life, death or meaning of life, and by doing so, lapses into depression.
According to existentialism, a specific type of philosophy, humans are driven to meaning in their lives not by a specific type of deity or god, or by an outside authority, but internally, through our own choices, desires and pursuits. Humans are entirely free, and, therefore, entirely responsible for their own happiness or misery. It is up to each one of us to create the meaning which drives our life, whether it be through work, hobbies, charity, religion, relationships, offspring, family, or something else.