The very first point that you should do when you are trying to find the reasons for premature ejaculation and depression is to see your medical professional. They can give you a physical and eliminate any type of clinical problems that can be creating this problem. Some of the things that they will check for are points like the hormones in the body being off, mind chemical being off, the prostrate or urethra having a infection or swelling or the nervous system being damaged in some way.