The study, published in the Archives of General Psychiatry, involved a group of 1,055 children who were monitored and interviewed at various times over 25 years.

"At all ages, there were clear and statistically significant trends for alcohol abuse or dependency to be associated with increased risk of major depression," wrote the researchers, led by David Fergusson at the University of Otago's department of psychological medicine.

The study found 19.4 per cent of the participants between 17 and 18 were either abusing or dependent on alcohol, and 18.2 per cent were diagnosed with depression.

"Individuals who fulfilled the criteria for alcohol abuse or dependency were 1.9 times more likely to also fulfil the criteria for major depression," the researchers wrote.

The link between the two was significant even after factoring in other possible causes, such as use of cannabis and other illegal drugs, affiliation with "deviant peers," unemployment and a partner who committed crimes.

"It has been proposed that this link may arise from genetic processes in which the use of alcohol acts to trigger genetic markers that increase the risk of major depression," the researchers said.