Major depressive disorder is a result of the complex interplay between a large number of environmental and genetic factors but the comprehensive analysis of contributing environmental factors is still an open challenge. The primary aim of this work was to create a Bayesian dependency map of environmental factors of depression, including life stress, social and lifestyle factors, using the UK Biobank data to determine direct dependencies and to characterize mediating or interacting effects of other mental health, metabolic or pain conditions. As a complementary approach, we also investigated the non-linear, synergistic multi-factorial risk of the UKB envirome on depression using deep neural network architectures. Our results showed that a surprisingly small number of core factors mediate the effects of the envirome on lifetime depression: neuroticism, current depressive symptoms, parental depression, body fat, while life stress and household income have weak direct effects. Current depressive symptom showed strong or moderate direct relationships with life stress, pain conditions, falls, age, insomnia, weight change, satisfaction, confiding in someone, exercise, sports and Townsend index. In conclusion, the majority of envirome exerts their effects in a dynamic network via transitive, interactive and synergistic relationships explaining why environmental effects may be obscured in studies which consider them individually.