All About Clinical Depression Depression, a mental illness that is often characterized by prolonged periods of sadness and melancholy, experts from the field of psychiatry say. But just because one person is moping around and just generally hating the world around him or her, doesn’t mean that it’s already depression, but if this kind of behavior, the feeling of emptiness, loss of self-worth and absolutely no hope for happiness just goes on and on, then, yes, that individual is very much, indeed, depressed.