EVERYONE FEELS DEPRESSED at times. Illness, the loss of a family member, the breakup of a relationship— these misfortunes and many more are natural causes of sadness and mourning. It is normal to feel depressed about a loss or failure. However, for many people, that feeling of despondency continues for months, years, or, if left untreated, even a lifetime. For such people, depression is a serious illness.

Depression is the most common psychological problem in the country, afflicting more than 17 million Americans and more than 100 million people worldwide each year. It is estimated to affect about 25 percent of women and 10 percent of men during their lives, and 5 percent of people during adolescence. It has been increasing in recent decades and appears to be starting earlier in life.

Since the numbers for young people are lower than those for adults, teen depression is often overlooked or misdiagnosed. Its...