If you have felt depressed for a large part of your life, that could be considered clinical depression (severe depressive disorder). A person can also have a depressive episode. The latter is temporary and often a reaction to external circumstances in one's life. It could be considered situational depression. For example, when someone loses their job or a loved one.
Having persistent negative thoughts (self defeating, doubtful, fearful, etc) would indicate a depressive disorder rather than an episode. Many things can trigger depression i.e. genetic factors, psychological factors, inflammation, a sleep disorder, diet, toxins, and so forth. There is also bipolar disorder which is a depressive condition in which the person has periods of manic episodes.
There are ways that clinicians can diagnose a depressive condition based on what you report during a face to face assessment. The above is just an overview of how a person is diagnosed with depression.
A person's thoughts can in fact change one's brain chemistry. That applies to both positive and negative thoughts. You've mentioned that you're fearful of rejection and how others would perceive you. You have also reported some history of being mistreated as a child. All of these factors can cause you to feel depressed. How you cope with the negative thoughts you generate as well as the painful memories, can play a role in your emotional/psychological health.
There are different ways to manage depression from medication, to counseling, neurofeedback, hypnosis, alternative options to name a few. The depressive state would be something that would need to be targeted proactively by those means you feel comfortable with. Due to the brain's neuroplasticity, it is possible to change one's brain chemistry. The brain is not thinking these thoughts on its own. These thoughts are self generated. Over time, the brain had adopted a pattern of negative thoughts as a result of which, the brain chemistry had been affected.
Feel free to clarify if this is what you were inquiring about.
Change Your Brain, Change Your Life: The Breakthrough Program for Conquering Anxiety, Depression, Obsessiveness, Anger, and Impulsiveness