Some thoughts on depression and anxiety in teenagers:
It's absolutely true that our kids are under more pressure than they've ever been. Social media, a tougher job market looming over them, unrealistic expectations peddled by magazines and television. But it goes so much deeper than that in so many cases. I've seen teenagers whose depression is rooted in their genes and ability to process certain essential vitamins and minerals, and they're frustrated because antidepressants aren't making them feel any better (because it's not treating the cause). I've also seen kids and teenagers whose diet is causing massive problems, throwing their gut health out of whack and beating their mood down.
We've got to start looking at depression and anxiety as holistic illnesses, that are caused by and impact every part of our lives. Hormones, diet, genetics: when a teenager comes in to see me for depression or anxiety, these are all things I look at. 
As Dumbledore put it (yes, I am quoting Harry Potter and the Deathly Hallows!): just because something is in your head, doesn't mean it's not real.