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Objectives To understand depressed individuals’ experiences in a 10-week hatha yoga program. Design In a randomized controlled trial, participants were assigned to either 10 weeks of hatha yoga classes or a health education control group. This report includes responses from participants in yoga classes. At the start of classes, average depression symptom severity level was moderate. Main outcome measures After 10 weeks of yoga classes, we asked participants (n=50) to provide written responses to open-ended questions about what they liked about classes, what they did not like or did not find helpful, and what they learned. We analyzed qualitative data using thematic analysis. Results and Conclusions Elements of yoga classes that may increase acceptability for depressed individuals include having instructors who promote a non-competitive and non-judgmental atmosphere, who are knowledgeable and able to provide individualized attention, and who are kind and warm. Including depression-related themes in classes, teaching mindfulness, teaching breathing exercises, and providing guidance for translating class into home practice may help to make yoga effective for targeting depression. Participants’ comments reinforced the importance of aspects of mindfulness, such as attention to the present moment and acceptance of one’s self and one’s experience, as potential mechanisms of action. Other potential mechanisms include use of breathing practices in everyday life and the biological mechanisms that underlie the positive impact of yogic breathing. The most serious concern highlighted by a few participants was the concern that the yoga classes were too difficult given their physical abilities.