Depression may occur at any time of the year, but the stress and anxiety of the holiday season—especially during the months of November and December (and, to a lesser extent, just before Valentine's Day)—may cause even those who are usually content to experience loneliness and a lack of fulfillment.

Part of the problem, according to Adam K. Anderson, Ph.D., an associate professor of psychology at the University of Toronto, is the bombardment of media during the holidays showing images of smiling families and friends.

"[People] may start to question the quality of their own relationships," he says. 

According to one 1999 Canadian study of patients treated by emergency psychiatric services during the Christmas season, the most common stressors were feelings of loneliness and "being without a family."

Facts & Statistics: The Truth About the Holiday Suicide Myth

The myth has been repeated so many times, most people consider it common knowledge: more people commit suicide between Thanksgiving and Christmas than at any other time of the year. Although it sounds reasonable, it simply isn't true.

Contrary to popular belief, December actually has the fewest suicide attempts of any month of the year. The facts, while seemingly encouraging, may be more complicated, however.

While it's true that suicide attempts tend to drop off just before and during the holidays, there is a significant uptick in suicide rates following Christmas—a 40 percent uptick, according to one large Danish study. Christmas itself seems to have a protective effect with regard to certain types of psychopathology, say researchers, but there is a significant rebound effect immediately following the holiday.

Although fewer people utilize emergency services or attempt suicide during December, there is an increase in certain other kinds of psychopathology, including mood disorders such as dysphoria and substance abuse.