Alright, I did a research as promised. And I got this:
Depression does not have a clear pattern of inheritance in families. People who have a first-degree relative (for example, a parent or sibling) with depression appear to have a two to three times greater risk of developing the condition than the general public. However, many people who develop depression do not have a family history of the disorder, and many people with an affected relative never develop the disorder.
Source: https://ghr.nlm.nih.gov/condition/depression#inheritance
Is there a "depression gene"? Some diseases are caused by a single defective gene. Cystic fibrosis, several kinds of muscular dystrophy, and Huntington's disease are examples. These are usually rare diseases. But many common disorders like depression, diabetes and high blood pressure are also influenced by genes. In these disorders, there seem to be combinations of genetic changes that predispose some people to become ill. We don't yet know how many genes are involved in depression, but it is very doubtful that any one gene causes depression in any large number of people.
So no one simply "inherits" depression from their mother or father. Each person inherits a unique combination of genes from their mother and father, and certain combinations can predispose to a particular illness.
Source: https://med.stanford.edu/depressiongenetics/mddandgenes.html
A British research team recently isolated a gene that appears to be prevalent in multiple family members with depression. The chromosome 3p25-26 was found in more than 800 families with recurrent depression. Scientists believe that as many as 40 percent of those with depression can trace it to a genetic link. Environmental and other factors make up the other 60 percent.
Research has also shown that people with parents or siblings who have depression are up to three times more likely to have the condition. This can be due to heredity or environmental factors that have a strong influence.
Source: https://www.healthline.com/health/depression/genetic#genetics
Major depressive disorder (MDD) is common and moderately heritable. Recurrence and early age at onset characterize cases with the greatest familial risk. Major depressive disorder and the neuroticism personality trait have overlapping genetic susceptibilities. Most genetic studies of MDD have considered a small set of functional polymorphisms relevant to monoaminergic neurotransmission. Meta-analyses suggest small positive associations between the polymorphism in the serotonin transporter promoter region (5-HTTLPR) and bipolar disorder, suicidal behavior, and depression-related personality traits but not yet to MDD itself.
Source: https://www.researchgate.net/publication/7467426_The_Genetics_of_Depression_A_Review
Along with tracking the mothers' depressive symptoms throughout gestation, U-M researchers took samples of umbilical cord blood right after birth. They found elevated levels of adrenocorticotropic hormone (ACTH) in babies born to mothers with depression. ACTH tells the adrenal gland to produce the stress hormone cortisol. Cortisol levels, however, were similar in children of mothers with varying levels of depression, likely an indication of the high level of stress associated with the birth itself, the researchers note.
Source: https://www.sciencedaily.com/releases/2010/12/101209101352.htm
Attachment is a deep emotional bond that a baby forms with the person who provides most of his/her care (usually the mother). A 'secure attachment' forms when a mother responds to her baby's needs consistently in warm and sensitive ways. Holding, rocking or talking softly to a baby all help promote attachment. Attachment helps provide a solid base from which a baby can explore the world. It makes a baby feel safe and secure, and helps them learn to trust other people.
A mother who is depressed may have trouble responding to her baby in a loving and caring way all the time. This can lead to an 'insecure attachment', which can cause problems during infancy and later in childhood.
Source: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2724170/
However, research shows that approximately 1 percent of infants meet the criteria for major depression, compared to 4 percent of preschoolers, 5 percent of school-aged children, and 11 percent of adolescents. Although children can be depressed at any stage, research shows that symptoms of depression vary depending on development. Since babies are not capable of verbally expressing themselves, symptoms of pediatric depression are the most difficult to identify.
Source: https://www.guilford.com/books/Handbook-of-Depression/Gotlib-Hammen/9781462524167