Trained neuropsychologist, therapist and a decade long survivor of MDD here. Let me tell you with complete surety that meditation doesn't always work well for depression and in some cases, can be counter-productive for trauma survivors because it can lead to hyperarousal.
When I have the time for it, I shall explain the neuroscience supporting this assertion. Also, meditation isn't a monolith.
The brain processes incoming sensory information with the help of two circuits: precognitive and postcognitive. Precognitive or limbic circuit is responsible for emotional expression, memories and arousal (not just sexual). Its job is to scan & instantly respond to danger.
The precognitive circuit has a binary response system. Postcognitive circuit activates what we call the prefrontal cortex engaging the brain's higher executive functions including complex reasoning, logic, decision-making, social awareness and behavior regulation.
The limbic system's evolutionary purpose was instant safety and survival. It works on what is called the valence-arousal model. Valence in psychology denotes the +ve or -ve affect of an object, space, event, individual, dynamic, structure. Arousal can be our response to valence.
As a woman walking alone at night through a dark alley, I might sense negative valence if I hear footsteps behind me. My precognitive circuit's immediate goal is safety so it feels aroused to action in the face of perceived danger and has to opt for 1 from fight-flight-freeze.
The response in the face of a signal (valence) is called arousal. So, no it is not sexual or physical alone. It is mental and emotional. Hyperarousal is when we experience extreme dissonance or agitation due to a valence. Trauma survivors experience it when they are triggered.
When you experience trauma which can coincide with repeated depressive cycles, your precognitive circuit or the limbic system stays in a state of hyperarousal because it fears the repetition of the original traumatic event. The logical reasoning ability is shuttered.
During traumatic events, bursts of adrenaline (released in an attempt to power the body to flee) activate a part of the limbic system called amygdala leading to highly specific and isolated sensory fragments to be vividly preserved in the memory and often recalled.
Specific sensory details including sights/sounds/smells felt/touch can be strongly imprinted and during a phase of recall, can feel very real and tangible. Broca’s area, which supports our language capacities, is also impacted traumatic stress.
If someone is exposed to trauma and accompanied depressive phases for extended periods, the prefrontal cortex or the part of the brain that controls social awareness and decision making is altered as well leading to reduced functioning.
Therefore, when you consider some of the more regular aspects of meditation including instructions like 'close your eyes', 'be still' or even something akin emptying your mind, it can cause a trauma relapse for a survivor if done without awareness or guided intervention.
For depression that is attached to C-PTSD or other forms of trauma spectrum conditions, the body in itself often becomes the site of 'war'. This means that slipping into some form of bodily calm is not only difficult, it can feel threatening.
Meditation works if we are able to activate the soscognitive circuit which contains the ability to be more mindful and regulated. When you are experiencing trauma related depression, for instance, that in itself is next to impossible without serious therapeutic interventions.
Trigger warning: Abuse mention

As a survivor of child abuse, I found it incredibly difficult when I initially started training in meditation because the foremost instruction about being still was an instant recall of how abuse was perpetrated against me. I regressed.
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