These are some of the recognized causes of addiction.
Approximately 15 to 30 percent of addicts suffer from both addiction and underlying depression.[1, 2] The combination is sometimes called a dual diagnosis. Anxiety and depression can lead to addiction. Addiction can also cause anxiety and depression. People who have a dual diagnosis often use drugs and alcohol to escape the feelings of anxiety and depression. They have a repeating pattern of staying sober for a while and then relapsing when the feelings become overwhelming and they try to escape them. (Reference: www.AddictionsAndRecovery.org)
I have written a website to deal with each of these causes.
For further information refer to the following links:
1) Schuckit MA, Tipp JE, Bergman M, Reich W, Hesselbrock VM, Smith TL. Comparison of induced and independent major depressive disorders in 2,945 alcoholics. American Journal Psychiatry. 1997 Jul;154(7):948-57.
2) RC Kessler, WT Chiu, O Demler, EE Walters. Prevalence, severity, and comorbidity of twelve-month DSM-IV disorders in the National Comorbidity Survey Replication (NCS-R). Archives of General Psychiatry, 2005 Jun;62(6):617-27.