Background: The number of elderly in Brazil gradually increases. Among some chronic diseases that emerge with aging, depression is highlighted. In elderly women this problem is more prevalent due to factors related to the female population in this age group. Objective: Comprehend the experiences of older women with depression. Methods: Qualitative study, developed in four Psychosocial Care Center II, the city of Teresina, Piauí, Brazil with eight elderly women with depression. Data were collected in March and April 2015, through open interviews. Content analysis enabled the formulation of three categories. The study was approved by the Research Ethics Committee (Process nº 890 501). Results: The experience of elderly woman with depression is permeated by emotional symptoms such as fear, depression, anhedonia, crying and suicidal ideas. That walk in the Depression they point to the need for aid (medical or otherwise) and coping strategies (walking and religion) to assist in overcoming this problem. Conclusion: The experiences of these women contributes to the treatment, as there is wealth of information in these reports that enables the improvement of individual and humanized care.