Solar wind density depletions are phenomena that solar wind density is rapidly decreased and keep the state. They are generally believed to be caused by the interplanetary (IP) shocks. However, there are other cases that are hardly associated with IP shocks. We set up a hypothesis for this phenomenon and analyze this study. We have collected the solar wind parameters such as density, speed and interplanetary magnetic field (IMF) data related to the solar wind density depletion events during the period from 1996 to 2013 that are obtained with the advanced composition explorer (ACE) and the Wind satellite. We also calculate two pressures (magnetic, dynamic) and analyze the relation with density depletion. As a result, we found total 53 events and the most these phenomena’s sources caused by IP shock are interplanetary coronal mass ejection (ICME). We also found that solar wind density depletions are scarcely related with IP shock’s parameters. The solar wind density is correlated with solar wind dynamic pressure within density depletion. However, the solar wind density has an little anti-correlation with IMF strength during all events of solar wind density depletion, regardless of the presence of IP shocks. Additionally, In 47 events of IP shocks, we find 6 events that show a feature of blast wave. The quantities of IP shocks are weaker than blast wave from the Sun, they are declined in a short time after increasing rapidly. We thus argue that IMF strength or dynamic pressure are an important factor in understanding the nature of solar wind density depletion. Since IMF strength and solar wind speed varies with solar cycle, we will also investigate the characteristics of solar wind density depletion events in different phases of solar cycle as an additional clue to their physical nature.