Eugène Minkowski, Ludwig Binswanger, Hubertus Tellenbach and Arthur Tatossian are key authors in phenomenological psychopathology. Through a theoretical review of the main works of these authors, we shall discuss their contributions to the understanding of the lived depressed. Following a phenomenological-structural method, Minkowski developed a descriptive phenomenology of depression, focusing on lived time. Binswanger, focusing on temporality, searches for the genesis of the lived depressed through the operating modes of retrospection and melancholic prospection. Tellenbach presents the typus melancholicus, a concept associated with the notion of endon. Tatossian discusses the possible conditions for the lived depressed through phenomenological categories of time, body, space and the relationship with each other, developing the notion of depressiveness. We may conclude that, although these authors have different contributions, their ideas are similar as they adopt a phenomenological approach, a return to the lived experience, to understand its meanings.