Depends on what kind of depression we are talking about. If it's the human emotion of being depressed which has a cause and effect then yes you have the power to choose whether you will be depressed. If we are talking a chemical imbalance due to physiological changes in the bodies brain activity then no a person does not have a choice but it can be remedied with the help of a great diet, physical exercise, abstaining from mood altering chemicals, and therapy. Some people choose drugs and in a small percentage of diagnosed depression drugs could be of assistance short or long term.
I won't lie, I am totally depressed and lonely. I will not go into the details of my current pathetic existence. However, I know what is wrong yet I am not doing anything about it. I have tools I could use to stop. (medication, habits, exercise) The "depression" isn't making me not want to be depressed. I'm just waiting...For what? I do not know. For the time being, I shall remain depressed because I choose to.
On the other hand, YOU HAVE A CHOICE FOR EVERYTHING! NO EXCUSES! Except cancer...You have no choice with cancer...
Depression, particularly depression in children, can be the result of genetics. A common trait found among persons with depressive tendencies---including suicide---is an excess of serotonin receptors in the brain. Because such individuals have this excess of receptors, they require higher quantities of serotonin (and other similar chemicals) than the average person to stabilize their mood. The only way to acquire excess serotonin receptors is to be born with them. While environmental factors can definitely contribute to a depressive personality, it is possible to be born with a predisposition to this disorder, just like schizophrenia or autism or ADHD or any like condition.
Psychologists refer occurrence of depression to numerous factors such as environment , seasons, genetics and sometimes pretence of being depressed to get advantages of people around you.
Other considerable factor is the strong relationship between suppressed anger and being depressed.
To sum up,Hopefully depression is diagnosable and treatable easily by referring to an specialist.