Now scientists have shown the damage that it also wreaks upon their brains.

A global study of 9000 people has found that the region of the brain responsible for forming memories and regulating emotions is significantly smaller in people who suffer from recurrent depression.

But the hippocampus in patients who had experienced a single episode of depression was no smaller than it was in healthy individuals.

The University of Sydney's Brain and Mind Institute co-director, Ian Hickie, who co-authored the study, said the study had major implications for treatment, as it settled the argument over whether a shrunken hippocampus was a risk factor or a consequence of depression.

"This study I think answers that question conclusively," Professor Hickie said.

"Most of the change that occurs is clearly a consequence of the illness."

It followed that people suffering from depression needed prompt and ongoing treatment, to prevent the changes in their brain from creating a vicious circle.

Once people became depressed, they often dropped out of employment and social interaction, which were key to restoring their brain function.

"Clearly if you start [getting depression] younger, the chance that you have more episodes is increased.

"For those young people who have got severe or persisting or recurring illnesses you need to ensure they receive the most effective treatment as quickly as possible.

"It will go on damaging the brain and it will make the function of that organ worse."

The study, published in Molecular Psychiatry, pooled 15 research samples to compare the brain scans of 1728 people who have depression with 7199 healthy people.

Patients who were younger than 21 when they had their first depressive episode also had smaller hippocampi, which was consistent with the theory that many would go on to have recurrent disorders.

One in seven Australians will experience depression in their lifetime.

The concept of depression among teenagers has been controversial, with the Black Dog Institute's Gordon Parker raising concerns that normal sadness has been medicalised.

Some researchers, including Professor Parker, have lobbied for "melancholia" to be introduced into the Diagnostic and Statistical Manual of Mental Disorders.

But Professor Hickie said the latest study was evidence that depression was a physiological disorder with long-term consequences.