The reason why this issue appears is because somewhere in your code you are using document global object and, because gatsby develop is rendered by the browser, where there are window and document global objects, it compiles, however, when you run gatsby build, the code is compiled in the Node server, where there's no window or document variables because they are not even defined yet, they are client-side variables parsed in the SSR (Server-Side Rendering).

This is an extreme reduction of what's happening, you can find a more detailed explanation in Debugging HTML Builds docs.

To fix/bypass this issue, you only need to add the following condition where you are using document object.

 if(window !== "undefined"){
   // your document or window manipulation
 }

You can use both window or document in the condition, they are equivalent in terms of bypassing the server-side rendering.

If you are not using document in your project, the issue may still rise if some of your dependencies (third-party) are using it (i.e: canvas, maps, sliders that uses JavaScript calculations, etc). If that's your scenario, the way to bypass it is to ignore webpacks bundling by adding a null loader:

exports.onCreateWebpackConfig = ({ stage, loaders, actions }) => {
  if (stage === "build-html" || stage === "develop-html") {
    actions.setWebpackConfig({
      module: {
        rules: [
          {
            test: /bad-module/,
            use: loaders.null(),
          },
        ],
      },
    })
  }
}

Where /bad-module/ is a regular expression (test) (that's why is between slashes, /). In this case, you need to replace bad-module for the dependency folder name in node_modules.