There are many reasons as to why someone would suffer from clinical depression. It can be genetic, it can be the result of circumstances they're experiencing (prolonged job loss, divorce, death of someone close, relocation, aging, "empty nest" syndrome, just to name a few), or it can be the result of learned thinking patterns.
But depression can also result from a lack of self-esteem. When you put little value on yourself, this can lead to negative thinking and to the "what's the point?" thinking that is common with depression.
When a person has depression, they have little interest in things that they once enjoyed. This would include hobbies, friends, family, their career, and recreation. They often don't want to go anywhere or do anything or be around anyone. You can see how a lack of self-esteem would cause these problems.
When you lack self-esteem, you may feel as if you're not worthy of being around others. You might feel nervous about everything you do and how you do it. You may also assume you're doing things wrong or that people are laughing at you behind your back.
So it's no wonder that someone lacking self-esteem and self-confidence would then suffer from depression. How can you have an interest in things or enjoy the company of others when you assume everything you do is wrong? How can you enjoy these things when you assume people are looking down on you?
Very often a lack of self-esteem leads to depression, and having depression can make a person feel even worse about themselves. This vicious cycle can continue endlessly if a person does not address it directly.
If you seem to have gone beyond depression into the dangerous realm of self-harm, then you need to contact a professional for help as soon as possible.
This can mean cutting, hitting, and other such habits. Those with low self-esteem feel a need to punish themselves, may feel more in control when they harm themselves, or need to feel pain to feel anything at all.
Causing harm to oneself is a very serious matter and one for which a person should get help. There are support groups and doctors that specialize in this type of behavior and its treatment. Letting this behavior go unchecked can result in severe physical problems, including infections, scarring, and things such as these.