Actually, it says
//All the participants were the children or grandchildren of people who participated in an earlier study about depression. //
Notionally, since clinical depression is about having an imbalance of various neurotransmitters, it has a genetic basis and is inheritable. However, it can be hard to distinguish the inherited aspect from the reactive/adaptive: - the afflicted can have outward behaviour which their children may simply learn and copy - pessimism, lethargy etc and/or develop their own responses - such as hiding in their room or outdoors because of a parent's mood swings. Someone might become depressed in the colloquial sense, due to adverse life events. This isn't inheritable but the children will still be exposed to the behavioural fallout and react/adapt in a similar pattern.
The only way to resolve that difficulty in separating cause and effect (classic "nature versus nurture" problem) would require the offspring of a family with a history of clinical depression to be adopted by a depression-free family and see if the child becomes a sufferer because genetic reasons made it so.
I think this line of research is at too early a stage and hasn't got as far as refinements of this sort. Morally and ethically, you cannot cause such adoptions to happen and it could take decades to accumulate enough naturally occuring cases for the data to be accepted as meaningful.