There's a long history of findings in clinical research that link depression and several diseases--like cancer, diabetes, and heart disease. In more recent studies, the relationship (heart disease...) seems more complicated than what most of us would expect (disease diagnosis alters mood...). Depression, studies since the early 2000's have been showing, can seriously alter key physiology, creating chronic states that, for instance, change control of blood vessels supporting both the heart and brain. More recent research has even been showing how depression can even alter immune function and increase infection susceptibility. For those of us who experience depression, we're not surprised that it can also discourage us from self-care.
Even though studies (maybe others have more up-to-date info) don't yet show a clear cause-effect relationship, they're consistently showing that depression is worryingly related to negative physiological and other cognitive changes, some of which are related to early death.
Not trying to sound morbid. But depression is very serious, even though our culture--including many in the medical community--treat it as the result of bad personal choices. It's especially telling that the "mental health" community can be dismissive and abusive towards depression sufferers who either don't get better quickly or satisfactorily enough or don't exhibit enough docility and compliance in following the instructions of our betters ... I mean licensed professionals.
Here's to your health.