Krsna asks Arjuna how he has fallen into this dejection. His question implies that depression comes from within and has nothing to do with external circumstances. The world can have no power over you if you are strong within.
There are three kinds of people –
1. Those who want happiness in the present.
2. Those willing to let go of the present for future happiness.
3. Those who are not interested either in the present or future. They just want Self Realisation.
In Arjuna’s state it is not possible to achieve any of the above.