Abstract Recently, Scambler and others have broadened the research agenda on stigma to include the wider meanings of stigma within society, and especially the role of identity politics e.g. gay liberation. Recognising that the categories �homosexual� and �depression� were socially constructed and stigmatised from the 19th and 20th centuries respectively, we draw on themes in conceptual models of coming out as gay or lesbian to sensitise our analysis to personal experiences of depression and the specific ways in which the condition is constructed. Thirty-eight narrative interviews with people in the UK in various stages of recovery from depression were analysed comparing themes to a �coming out� framework. The applicability of coming out themes to understanding the construction of depression was evident. Themes included childhood difference; confusion; the depression closet; challenging stigma via the biology vs. nurture debate; re-casting depression as commonplace or even fashionable; contending with a shame-pride narrative; coming out and, finally, integrating the depression experience. By comparing �coming out� themes with depression experience in detail for the first time, we illuminate how people understand depression, cope with and resist stigma, thus providing insights into the contemporary situation in Western societies for those facing depression.