The psycho-immune-neuroendocrine (PINE) network is a regulatory network of interrelated physiological pathways that have been implicated in major depressive disorder (MDD). A model of disease progression for MDD is presented where the stable, healthy state of the PINE network (PINE physiome) undergoes progressive pathophysiological changes to an unstable but reversible pre-disease state (PINE pre-diseasome) with chronic stress. The PINE network may then undergo critical transition to a stable, possibly irreversible disease state of MDD (PINE pathome). Critical transition to disease is heralded by early warning signs which are detectible by biomarkers specific to the PINE network and may be used as a screening test for MDD. Critical transition to MDD may be different for each individual, as it is reliant on diathesis, which comprises genetic predisposition, intrauterine and developmental factors. Finally, we propose the PINE pre-disease state may form a "universal pre-disease state" for several non-communicable diseases (NCDs), and critical transition of the PINE network may lead to one of several frequently associated disease states (influenced by diathesis), supporting the existence of a common Chronic Illness Risk Network (CIRN). This may provide insight into both the puzzle of multifinality and the growing clinical challenge of multimorbidity.