Many doctors, researchers and teachers have indicated that gifted people are not as easily satisfied as the average Joe. They often set very high goals for themselves and not achieving them in the way they had hoped can cause a depressive spiral.
I have worked with students who have been gifted, but are handicapped by this pressing need to accomplish more and more.
Still, other gifted people often attain their goal so easily, they are on a constant quest for another challenge. This often sets them up for a frustrating life of never being able to stick to any one interest or job for a long period of time. There is constant change and unrest in their lives. This, too, often precludes an individual from finding satisfaction with his life and may lead to depression.
For still others, it is a result of a chemical imbalance. Could it be that gifted people produce more or less of the necessary hormones and chemicals, such as endorphins or nerve receptors, to stave off depression?
I do applaud Ms. Rowling, also, for bringing this disease to the public's attention as nothing to be ashamed of at all. Bravo!