Why do some people get depressed and what can be done about it? Studies of brain response to rewards suggests that there is a strong link between depression and reward insensitivity. People who are at risk of depression literally don’t react to rewards in same way as other people.
A large study of adolescent girls without any history of depression found that the lack of the usual brain response to rewards (a reduction in EEG measured reward based electrical activity in the brain) was a significant predictor of depression independent of the current mood of the girls.
In girls with no history of depression, and no current depressive symptoms, a diminished response to reward predicted depression within the following year and a half.
The picture below shows the difference in brain response in girls who did and did not develop depression in the follow up period. 
As you can see, there is significantly less response in the brains of those who went on to have depression.
This study fits with two other recent studies using a different technique (functional brain imaging using fMRI) that finds that the lack of response to reward often predicts later depression.
What if you think that you may be someone who responds less to reward than others (glass half empty rather than glass half full)?
There may be a way of teaching your brain to notice positive and rewarding stimuli more. This technique is called cognitive bias modification.
It turns out that a relatively simple computer program can help you to notice smiling 
faces, and there is evidence that using this program regularly reduces both depression and anxiety.
This is the basis for a set of apps from a company called Mental Mint that target depression and anxiety.
These apps are available for both iOS and Android.
For More Information
Attentional Bias Modification Prevents Depression
References
“Electrocortical Responses to Rewards and Emotional Stimuli as Biomarkers of Risk for Depressive Disorders.” American Journal of Psychiatry, 173(12), pp. 1163–1164
“Blunted Neural Response to Rewards as a Prospective Predictor of the Development of Depression in Adolescent Girls.” Brady D. Nelson, Greg Perlman, Daniel N. Klein, Roman Kotov, and Greg Hajcak. American Journal of Psychiatry 2016 173:12, 1223-1230
Stringaris A, Vidal-Ribas Belil P, Artiges E, et al: The brain’s response to reward anticipation and depression in adolescence: dimensionality, specificity, and longitudinal predictions in a community-based sample. Am J Psychiatry 2015; 172:1215–1223 Link
Hanson JL, Hariri AR, Williamson DE: Blunted ventral striatum development in adolescence reflects emotional neglect and predicts depressive symptoms. Biol Psychiatry 2015; 78:598–605 CrossRef, Medline