In depression the brain region for stress control is larger -- ScienceDaily
So far, it is known that people more predisposed to depression show a dysregulation of the endogenous stress response system, otherwise known as the hypothalamic-pituitary-adrenal axis (HPA axis), which is normally triggered when we are faced with a stressful situation. This response increases the amount of cortisol, providing the body with more energy when faced with a potential threat or challenge. Once the challenging situation has passed, several control mechanisms in the HPA axis normally ensure the system returns to a balanced state.
In people who suffer with depressive disorder or who are more predisposed, this is not the case. Instead, a malfunction of the feedback mechanism results in a stress response operating at full throttle, even when there is no apparent stressful situation. Until now, the underlying reason for this hyperactive stress response system and the role of the hypothalamus as its overall control unit has remained unclear.