If you walk this earth aimlessly without the knowledge of your purpose that is depressing. Although, it may not be clinical, there will be this constant nagging that will pull you toward destructive behavior like overspending, drinking, smoking, worry and persistent sadness.
The location of your affection is the same location of your source of vitality and love. God tells the believer to SET your affections on things above, where Christ sits on the throne of God because he knows this. When your affections are set on things on earth, it is automatically subject to decay and corruption. This decay manifests in the form of depression.
When a person comes to the Lord in prayer, they must also make a deliberate decision to set their affections on things above. This world does not belong to the believer or humans in general. The promise God gave humanity is salvation. The earth has been condemned. Nothing will stop God from destroying this earth.
So, is your affection on things above or things on the earth (condemnation)?