I think it's pretty well established that there's a genetic component to depression and many other mental illnesses. See for example [1], [2] and [3].

[1]: http://www.nhs.uk/news/2011/05May/Pages/genetic-link-to-depr...

[2]: http://depressiongenetics.stanford.edu/mddandgenes.html

[3]: http://www.medicinenet.com/script/main/art.asp?articlekey=84...