An article, Depression Is Only Partly a Psychological Condition, links depression, physical illness, and inflammation. But it is more complex than the process explained by the author.
"While the symptoms of depression are marked by changes in the brain, the cause of the disease may ultimately lie in the body, specifically in a family of proteins called cytokines that set off inflammation."One component missing here, but alluded to, is stress. Chronic stress sets off a cascade of inflammatory responses, which affects physical and mental health. For a review of the complex links of chronic stress, depression and many physical illnesses, I recommend a review by G. Slavich and M. Irwin, From Stress to Inflammation and Major Depressive Disorder: A Social Signal Transduction Theory of Depression.
"This highly conserved biological response to adversity is critical for survival during times of actual physical threat or injury. However, this response can also be activated by modern-day social, symbolic, or imagined threats, leading to an increasingly proinflammatory phenotype that may be a key phenomenon driving depression pathogenesis and recurrence, as well as the overlap of depression with several somatic conditions including asthma, rheumatoid arthritis, chronic pain, metabolic syndrome, cardiovascular disease, obesity, and neurodegeneration."A complex environment of chronic stress, poor eating habits, and lack of exercise is probably responsible for more of our modern health (physical and mental) issues than most people realize, and it seems to be an acceptable state of normality in our modern world. No wonder that depression is at an all-time high.