What medical treatments could lead to depression?

There are a number of factors that may increase the chance of depression, including the following:

Abuse. Past physical, sexual, or emotional abuse can increase the vulnerability to clinical depression later in life.
Certain medications. Some drugs, such as isotretinoin (used to treat acne), the antiviral drug interferon-alpha, and corticosteroids, can increase your risk of depression.
Conflict. Depression in someone who has the biological vulnerability to develop depression may result from personal conflicts or disputes with family members or friends.
Death or a loss. Sadness or grief from the death or loss of a loved one, though natural, may increase the risk of depression.

Genetics. A family history of depression may increase the risk. It’s thought that depression is a complex trait, meaning that there are probably many different genes that each exert small effects, rather than a single gene that contributes to disease risk. The genetics of depression, like most psychiatric disorders, are not as simple or straightforward as in purely genetic diseases such as Huntington’s chorea or cystic fibrosis.
Major events. Even good events such as starting a new job, graduating, or getting married can lead to depression. So can moving, losing a job or income, getting divorced, or retiring. However, the syndrome of clinical depression is never just a “normal” response to stressful life events.
Other personal problems. Problems such as social isolation due to other mental illnesses or being cast out of a family or social group can contribute to the risk of developing clinical depression.
Serious illnesses. Sometimes depression co-exists with a major illness or may be triggered by another medical condition.
Substance abuse. Nearly 30% of people with substance abuse problems also have major or clinical depression.