Depression has been view an epidemic and had great visibility today. It is classified by psychiatry as an affective disorder. On the other hand, when defining the depression, most sociologists and psychoanalysts focus on the ongoing and grueling work of production itself, taking as reference the culture of individualism, the narcissism, managerialism, autonomy and performance. The individual depresses to be fatigued by all the demand to become himself and blamed for not meet the ideal of self. In this sense, depression is not understood as a disease, but a form of subjectivity based on a narcissistic wound, in loss, in absence and failure. The depressed subject is the result of the social contradictions that produce a deep discouragement, weariness and hopelessness of itself in the contemporary world. Treatment of depression is an important part of emotional adjustment contemporary. Mobilizes resources as modern science, medicine, pharmacology and psychology to assist individuals to meet the demands of life in society.The holistic therapies emerge with a new perspective, deal with depression understanding it as an energy imbalance that reflects physical and mental. In them, there is a broadening of the meaning of the body, not just in its biological aspect, but that also includes the mind, the soul, the spirit and energy. The self-care offered for these different therapies involve procedures, exercises and technologies that act in the body and produce subjectivities. This research developed here uses of biographical narrative to understand the processes of involvement and coping with the depression, focusing on life stories and the therapeutic itineraries of depressed subjects, especially those most affected by this malaise, women.Analysis of the therapeutic itineraries undertaken by depressed subjects allowed understand pathways and production of senses involved in the treatment of depression. It showed dynamic of legitimation, approximation and remoteness of therapies available. Finally, evidenced discomforts, discoveries and investments that have been part of the search for mental health, and that, in some cases, gave rise to new subjectivities, not already depressed.