Not necessarily. You can split a definition in many different ways depending on what you're trying to explore, but one way of differentiating types of depression is exogenous vs endogenous. Exogenous depression is a reasonable reaction to bad circumstances - a close family member dying - whereas endogenous depression is internally generated and not related to any circumstances. There are many different ways of talking about "depression", many of them talking about different things - one of the difficulties with psychological terminology is that often that it's just descriptive of someone's behaviour rather than underlying causes, because it's such a complex area.