My mum always worried about my sister because of her shyness and depression.

depression 是名词，由动词 depress（使沮丧）加上名词后缀 -ion 构成。depress 本身由前缀 de-（表示"向下"）和 press（按压）组成，字面意思是"向下压"，引申为"使情绪低落"。depression 指"抑郁、消沉"的心理状态。