A review, published in the American Journal of Psychiatry, also suggests these patients are less likely to respond to treatment.
Nearly one in 20 people in the UK has this form of depression as a result of childhood abuse, say researchers.
The charity Sane said the study highlighted how damaging childhood trauma could be.
Depression in some form can affect one in five people at some point in their lives. Researchers at the Institute of Psychiatry at Kings College London were investigating depression which keeps on recurring.
They reviewed 16 studies, on a total of more than 23,000 patients, and found that maltreatment in childhood - such as rejection by the mother, harsh physical treatment or sexual abuse - more than doubled the risk of this type of depression.
One of the researchers, Dr Rudolf Uher, said: "If these things happen early in life, it is more powerful."
In the UK, 16% of people develop persistent depression by the age of 33. A quarter of them, or 4% of the whole UK population, were maltreated as a child.
A separate review on 3,098 people showed childhood maltreatment was also linked to a poorer response to both drug and psychological treatment.
Lead researcher Dr Andrea Danese said: "Even for combined treatments, patients with a history of childhood maltreatment cannot be adequately cared for."
Their report suggests "early preventive and therapeutic interventions may be more effective."
Lasting Effect
There is no precise explanation of any link between abuse, changes in the body as a child and persistent depression 20 or more years later.
Childhood maltreatment, it is thought, causes changes to the brain, immune system and some hormone glands - some of which are still present in adulthood.
One possible mechanism is what is known as epigenetic changes to the DNA. While there is no change in the genetic code, the environment can alter the way genes are expressed.
Marjorie Wallace, chief executive of the mental health charity Sane, said: "It may seem obvious that traumatic events in our lives can make us depressed, but this study highlights how particularly damaging such traumas can be when experienced during childhood, when our brains are still developing.
"We should all be concerned at how abuse and neglect creates a painful legacy that can last a lifetime, increasing our chances of experiencing repeated episodes of depression and reducing the effects of those treatments that are available to us.
"Yet we should not lose hope. Research such as this can point the way to better treatments and preventative measures."
By James Gallagher Health reporter, BBC News
http://www.bbc.co.uk/news/health-14503479
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