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The rising numbers of depression diagnoses are a much debated topic in the media and in popular science. Controversies about treatment options and campaigns for de-stigmatization and improved awareness, however, have blinded out the social, rather than merely individual, origins and implications of depression. Drawing on Alain Ehrenberg’s work in medical sociology, this paper assumes that depressive symptoms can have both individual and social causes, but focuses on the latter. Where Ehrenberg speculates about implications of a depression epidemic for politics and society only in passing, we theorize that a higher prevalence of depressive symptoms will have negative consequences for political participation and is likely to further enhance the negative effects of socio-economic inequality. We use survey data (the German Election Study panel and the European Social Survey) to test our hypotheses and conclude that not only the origins but also the cures for depression are at least in part socio-political ones. Improving individual capacities and social integration and lowering the thresholds for political and societal participation has the potential to reduce individual suffering and its negative effects on the political and societal macro-level.