The halfspace depth of a d-dimensional point x with respect to a finite (or probability) Borel measure µ in R d is defined as the infimum of the µ-masses of all closed halfspaces containing x. A natural question is whether the halfspace depth, as a function of x ∈ R d , determines the measure µ completely. In general, it turns out that this is not the case, and it is possible for two different measures to have the same halfspace depth function everywhere in R d . In this paper we show that despite this negative result, one can still obtain a substantial amount of information on the support and the location of the mass of µ from its halfspace depth. We illustrate our partial reconstruction procedure in an example of a non-trivial bivariate probability distribution whose atomic part is determined successfully from its halfspace depth.