It's not thought that we are born with Depression, as such, and it would be difficult to reliably diagnose it in an infant. Depression certainly can happen in children, and ha been identified in some as young as 3 ; and is quite often not recognized or treated. It is more common in children whose mothers, perhaps fathers, have major depressive disorders, or who have experienced major life trauma.
Some children respond really well to early treatment, usually by counselling, as the safety and value of antidepressant drugs isn't yet quite certain. There is a higher risk of a return of depression later in life.
There are other possibilities : Dysphoria ( a chronic but milder depression ) or a depressive personality disorder, may also reveal themselves at a young age.
The situation can become complex : for instance, a chronically unhappy or depressed child may have ore difficulties in school, or in forming sustaining relationships. Diagnosis can be difficult, so the advice and assistance of a child psychologist or child psychiatrist is best.
Later in life, which is apparently your situation, I think it might be useful in counselling, to look at whether there is a residue of unhelpful assumptions and habits of behaviour we formed earlier, which need to be modified and edited.
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