Depression: The Fear of Mental Breakdown. Depression is widespread in our world – and it is not uncommon among Christians. It is a terribly difficult journey for those who have experienced it. The darkness, dejection, and sadness are bad enough. But those feelings are often accompanied by feelings of worthlessness, failure, guilt – and most of all, the fear that the depression will never go away. Depression is no respecter of persons, says Dr. David Jeremiah, author of What Are You Afraid Of?; Christians are vulnerable and need to understand the dynamics of this disease so as not to live in fear of it.