Depression has always been a health problem for human beings. Historical documents written by healers, philosophers, and writers throughout the ages point to the long-standing existence of depression as a health problem, and the continuous and sometimes ingenious struggles people have made to find effective ways to treat this illness.

Depression was initially called "melancholia". The earliest accounts of melancholia appeared in ancient Mesopotamian texts in the second millennium B.C. At this time, all mental illnesses were attributed to demonic possession, and were attended to by priests. In contrast, a separate class of "physicians" treated physical injuries (but not conditions like depression). The first historical understanding of depression was thus that depression was a spiritual (or mental) illness rather than a physical one.

Ancient Greeks and Romans were divided in their thinking about the causes of melancholia. Literature of the time was filled with references to mental illness caused by spirits or demons. In the 5th century B.C., the Greek historian Herodotus wrote about a king who was driven mad by evil spirits. The early Babylonian, Chinese, and Egyptian civilizations also viewed mental illness as a form of demonic possession, and used exorcism techniques (such as beatings, restraint, and starvation) designed to drive demons out of the afflicted person's body as treatments. In contrast, early Roman and Greek doctors thought that depression was both a biological and psychological disease. Gymnastics, massage, special diets, music, and baths, as well as a concoction of poppy extract and donkey's milk were used to alleviate depressive symptoms.

Hippocrates, a Greek physician, suggested that personality traits and mental illnesses were related to balanced or imbalanced body fluids called humours. There were four of these humours: yellow bile, black bile, phlegm and blood. Hippocrates classified mental illnesses into categories that included mania, melancholia (depression), and phrenitis (brain fever). Hippocrates thought that melancholia was caused by too much black bile in the spleen. He used bloodletting (a supposedly therapeutic technique which removed blood from the body), bathing, exercise, and dieting to treat depression. In contrast to Hippocrates' view, the famous Roman philosopher and statesman Cicero argued that melancholia was caused by violent rage, fear and grief; a mental explanation rather than a physical one.

In the last years before Christ, the influence of Hippocrates faded, and the predominant view among educated Romans was that mental illnesses like depression were caused by demons and by the anger of the gods. For instance, Cornelius Celsus (25BC-50 AD) recommended starvation, shackles (leg irons), and beating as "treatments." In contrast, Persian physicians such as Rhazes (865-925), the chief doctor at Baghdad hospital, continued to view the brain as the seat of mental illness and melancholia. Treatments for mental illness often involved hydrotherapy (baths) and early forms of behavior therapy (positive rewards for appropriate behavior).

After the fall of the Roman empire in the 5th century, scientific thinking about the causes of mental illness and depression again regressed. During the Middle Ages, religious beliefs, specifically Christianity, dominated popular European explanations of mental illness. Most people thought that mentally ill people were possessed by the devil, demons, or witches and were capable of infecting others with their madness. Treatments of choice included exorcisms, and other more barbaric strategies such as drowning and burning. A small minority of doctors continued to believe that mental illness was caused by imbalanced bodily humors, poor diet, and grief. Some depressed people were tied up or locked away in "lunatic asylums".

During the Renaissance, which began in Italy in the 14th century and spread throughout Europe in the 16th and 17th centuries, thinking about mental illness was characterized by both forward progress and regression. On the one hand, witch-hunts and executions of the mentally ill were quite common throughout Europe. On the other hand, some doctors returned to the views of Hippocrates, asserting that mental illnesses were due to natural causes, and that witches were actually mentally disturbed people in need of humane medical treatment.

In 1621, Robert Burton published Anatomy of Melancholy, in which he described the psychological and social causes (such as poverty, fear and solitude) of depression. In this encyclopedic work, he recommended diet, exercise, distraction, travel, purgatives (cleansers that purge the body of toxins), bloodletting, herbal remedies, marriage, and even music therapy as treatments for depression.

During the beginning of the Age of Enlightenment (the 18th and early 19th centuries), it was thought that depression was an inherited, unchangeable weakness of temperament, which lead to the common thought that affected people should be shunned or locked up. As a result, most people with mental illnesses became homeless and poor, and some were committed to institutions.