To understand why, we first need to understand what feelings are at a physiological level.
Feelings are caused by vibrations of muscles in various parts of the body (as recently reconfirmed in studies of the brain's insula and their importance as a probable seat of the mind-body connection). For example, if there is an abnormal muscular vibration in my intestines, an electrochemical message is sent to the cerebellum, which notes the signal and sends a further signal to the cerebrum which then verbalizes the sensation by letting me perceive anxiety. If the muscle vibration occurs at the mouth of the stomach, I would feel fear, if it's in the shoulders, anger, in the chest, love or sadness etc.
When we are pre-cognitive, pre-verbal infants, our ability to feel is the sum total of who we are, i.e. we feel with every fiber of our being, much more intensely than most of us feel as adults. We are therefore, extremely vulnerable; every displeasure assumes an almost life and death significance. Because we are pre-rational, we have almost no coping mechanisms to avoid the pain of negative feelings, in fact, the only mechanism we have as infants is to dull the pain by tensing the muscles that are the sites of the painful feelings.
You can verify this yourself. If you press the point of a sharpened pencil on to the skin of your hand, you will feel a certain level of pain. If, however, you clench your fist as tightly as you can for 3 to 5 minutes and then apply the sharpened pencil tip to the same still clenched part of your hand with the same pressure, you will feel significantly less pain.
Many infants become chronically tense even before the age of 3. By chronically tense, I mean they are so continuously clenched that they forget that they are clenched.
When we are chronically tense, i.e. when our muscles are more rigid than they need be, certain physiological problems ensue. For example, tense muscles make it harder for blood to flow as the muscles squeeze the capillaries, arteries and veins. The resultant restriction in blood flow reduces the amount of oxygen carried to muscle cells in the chronically tense areas, thus causing a reduction in energy in those constricted areas. Tense muscles also squeeze nerves, and affect the smooth flow of bioelectrical signals along neural pathways, leading to an additional reduction in the overall energy of the tensed area and an overall state of lowered energies which can eventually lead to depression.
In summary, while in a chronically tense condition we feel less than we could be feeling, and we block the energizing functions of our body and hence live at a lowered energy state which then just slowly deteriorates into the state called depression.
Keeping muscles chronically tense is the work of our subconscious mind. That's why we're not even aware we're doing it. Basically, our subconscious is doing its best to protect us from difficult feelings, and it often started doing it when we were pre-rational.
That's the problem; because the chronic tension was invoked at a pre-rational level, it doesn't respond to reason. That's why talk therapies don't completely solve the problem. We can completely understand why we feel the way we do, but we are powerless to overcome the fear-based defence mechanism, chronic muscular tension, used by our subconscious mind.
Bioenergetic therapy (http://www.Bioenergetic-Therapy.com), a mind/body psychotherapy that aims at helping us discover our own tenseness, is an effective tool in overcoming the issue of chronic tension. Once we can feel our tense muscles, we can start the process of releasing them. Once they're loose, energy flow increases and depression disappears.
In summary, suppressed emotions often cause depression, and, vice versa, the expression of emotions can help prevent depression from occurring.
A medical intuitive and distance healer (http://www.CoherentHealing.com) whose more that 20 years experience in the field has convinced him that not only depression, but also many of the physical pathologies he encounters are the body's physical response to suppressed emotions.