Why do some people get depressed multiple times in their lives?

Recurring depression: Some people have a biological predisposition to have depression and are more likely to have repeated depressive episodes. For others, they encounter stressful situations multiple times in their lives that lead to the symptoms. There are can be a combination of both. For those that have had a depressive episode, there is a 50% chance to have a second. If you have had 3, there is a 90% of a 4th.

No protection: Unlike diseases where the body develops protection against recurrence of disease, depression does not cause our body to develop effective defense against future depression. In fact, having multiple episodes of depression in one's life increases the odds of having future depressive episodes.