It is a fact that we have a great addiction to pleasure and, therefore, if we give it up we will become depressed.
“Know thou Rajas to be of the nature of passion, the source of thirst (for sensual enjoyment) and attachment; it binds fast, O Arjuna, the embodied one by attachment to action”
~ Bhagavad Gita Ch.XIV V.7
The cause of pain is pleasure. The cause of death is love for sensual life. Give up all sensual pleasures, if you do not want pain. Give up sensual life, if you do not want death.
~ Swami Sivananda
Read: Freedom from Desire