Early life factors have been consistently linked to depression risk, but their effects remain unclear. Using UK Biobank data (with 104,035 participants and 14.6 year median follow-up), researchers developed a machine learning-based Early Life Factor Score (ELFS) from 15 variables to quantify cumulative risk and explore neuroanatomical and immunometabolic markers. Factors included perinatal variables (maternal smoking, birthweight, breastfeeding), physical development (body size, height, sexual maturation), childhood adversity (emotional and physical abuse/neglect, sexual abuse), and social-environmental exposures (only child, lack of high school degree, teenage smoking, childhood sunburn). The ELFS was generated using Cox regression integrated by structural equation modeling (SEM) with polygenic risk scores (PRS), brain MRIs, and blood biomarkers. Participants with baseline depression were excluded and incident depression was diagnosed with ICD-10 code F32-F33. Each 1-point increase in ELFS corresponded to a 49% higher depression risk, and those in the highest ELFS category had a 2.8-fold greater risk than those in the lowest. Childhood adversities (especially emotional neglect, emotional abuse, and sexual abuse) were the strongest predictors, followed by teenage smoking and limited education, while physical development contributed less. Genome-wide association studies identified 46 significant SNPs mapped to 17 genes, particularly FOXP2. Higher ELFS was associated with widespread reductions in brain volume, particularly in emotion-regulation regions such as the ventral diencephalon, inferior parietal, and medial orbitofrontal areas. ELFS also correlated with elevated C-reactive protein, metabolic indicators, and renal function markers, alongside lower HDL cholesterol and endocrine markers (IGF-1); metabolomic profiling revealed altered lipid metabolism, especially in monounsaturated and polyunsaturated fatty acid ratios. SEM demonstrated that early life factors influenced depression through neuroanatomical and immunometabolic pathways, independent of measured PRS. These findings provide comprehensive evidence that early developmental exposures leave measurable biological imprints, shaping lifelong vulnerability to depression.