It is not unusual for long-term (chronic) illnesses to go along with mental health problems, especially depression and anxiety . For example, you may: You have diabetes and you also feel very sad. Depression The daily stress of managing a chronic illness causes depression or makes it worse. People with depression often have a hard time taking care of their health, which can lead to health problems. noteone People with depression tend to eat poorly, exercise less, and smoke.Some chronic diseases change body chemistry and help cause depression. The Cushing 's syndrome and an underactive thyroid ( hypothyroidism ) are examples. Depression is linked to some chronic illnesses. For example, depression increases the chances of having coronary artery disease (CAD) and death from heart disease. note1 Also, people with diabetes are more likely to have depression, and people with depression are more likely to develop diabetes. notetwo Your health and ...