An extensive social scientific literature has examined one of the most prevalent mental disorders in the world – depression. Social scientists are particularly interested in the extent to which symptoms of depression can inhibit social functioning, such as participating in daily activities. The symptoms used for clinical diagnosis of a major depressive disorder are highlighted, together with the measurement of depression in surveys of the general population. Furthermore, the controversy in the sociological literature is discussed, pertaining to the use of symptom scales versus diagnostic cut‐off measures of depression, and how to draw the line, so to speak, between diagnosed depression and normal sadness. Also, the groundbreaking findings of medical sociologists and social epidemiologists on the social risk factors of depression and the social stigma are examined. In sum, social scientists will continue to study symptoms of depression because they capture important differences in psychological distress and quality of life within our society.