New research suggests that those who have grandparents with major depressive disorder (MDD) have a threefold risk of developing the disorder themselves.
Researchers have long believed that if parents have depression, children are more prone to developing it. Now, we are seeing that grandchildren of those with MDD are at a much higher risk than previously thought. Researchers say that this helps with early intervention and helps psychiatrists understand what signs and symptoms to look for in those who have a predisposition to depression. 
Myrna Weissman, PhD, of Columbia University and New York State Psychiatric Institute, and lead study author said:
“With the use of data from all three generations, it became clear that embedded within the high-risk sample was a group of children at extremely high risk for MDD, namely, the grandchildren with two previous generations affected with MDD.”
Weissman interviewed twice a total of 251 grandchildren with an average age of 18. Their parents and grandparents were also interviewed an average of 5 times.
When studying just two generations, researchers found that the children of those with depression had a higher risk for major depressive disorder, substance abuse, and suicide ideation. They also reported the group to have poorer functioning.
Children who have a depressed grandparent and depressed parent were found to have 3 times the risk of major depressive disorder (MDD).
The study concluded:
“In this study, biological offspring with two previous generations affected with major depression were at highest risk for major depression, suggesting the potential value of determining family history of depression in children and adolescents beyond two generations. Early intervention in offspring of two generations affected with moderate to severely impairing MDD seems warranted.” 
However, due to the small sample size, the researchers recognize that the study may not be completely accurate. Though they do note that one great benefit of this study is that everyone involved was interviewed by clinical researchers. This means that the likelihood of diagnosing them with MDD correctly was much higher than if done simply with scientists who did not study the mental issues as deeply.
 Psych Central