Depression can affect a person psychologically, it also has the potential to affect physical structures in the brain. These physical changes range from inflammation and oxygen restriction, to actual shrinking. Depression can impact the central control center of nervous system. Depression can cause amygdala to enlarge. This is a part of the brain associated with emotional responses. When amygdala becomes larger and more active, it causes sleep disturbances, changes in activity levels, and changes in other hormones.