Albert Bandura:
Bandura's Social Cognitive learning theory suggested that people are shaped by the interactions between their behaviours, thoughts, and environmental events. He pointed out that depressed people's self-concepts are different from non-depressed people's self-concepts. Depressed people hold themselves respoinsible for all the bad things in their lives an are full of self-blame. Their success tend to be viewed as being caused by external factors outside the depressed person's control. They have low levels of self efficacy, some caused by the constant failures they experience.
Juilian Rotter
Rotter said that internality and externality are different things. Internals tend to attribute outcomes of events to their own control. Externals attribute outcomes of events to external circumstances. The last one will think that it is unlikely for their efforts to bring success, and so are likely to not work hard for any achievements. Peoople with external will think that they have no control over their future, therefore they tend to be more prone to stress and clinical depression.
Martin Seligman
Seligman's theory on "learned helplessness" came as an extension to his research on depression.
He found that learned helplessness to be a psychological condition in which a human being or an animal has learned to act or behave helplessly in a particular situation - usually after experiencing some inability to avoid an adverse situation - even when it actually has the power to change its unpleasant or even harmful circumstance. Seligman saw a similarity with severely depressed patients, and argued that clinical depression and related mental illness result in part from a perceived absence of control over the outcome of a situation.
Aaron Beck
Beck believed that depression is due to unrealistic negative views about the world. Depressed people have a negative cognition in three areas that are placed into the depressive triad. They develop negative views about: themselves, the world, and their future. Beck starts treatment by engaging in conversation with patients about their negative thoughts.
