Most people feel anxious or depressed at times. Losing a loved one, getting fired from a job, going through a divorce, and other difficult situations can lead a person to feel sad, lonely, scared, nervous, or anxious. These feelings are normal reactions to life's stressors. Major depression is a treatable illness that affects the way a person thinks, feels, behaves, and functions. At any point in time, 3 to 5 percent of people suffer from major depression; the lifetime risk is about 17 percent. Dr Sanjay Gupta is the best Depression Specialist in Gurgaon.