Elucidating the true structure of depression is necessary if we are to advance our understanding and treatment options. Central to the issue of structure is whether depression represents discrete types or occurs on a continuum. Nature almost universally operates on the basis of continuums, whereas human perception favors discrete categories. This reality might be formalized into a ‘continuum principle': natural phenomena tend to occur on a continuum, and any instance of hypothesized discreteness requires unassailable proof. Research evidence for discrete types falls far short of this standard, with most evidence supporting a continuum. However, quantitative variation can yield qualitative differences as an emergent property, fostering the appearance of discreteness. Depression as a continuum is best characterized by duration and severity dimensions, with the latter understood in terms of depressive inhibition. In the absence of some degree of cognitive, emotional, social, and physical inhibition, depression should not be diagnosed. Combining the dimensions of duration and severity provides an optimal way to characterize the quantitative and related qualitative aspects of depression and to describe the overall degree of dysfunction. The presence of other symptom types occurs when anxiety, hypomanic/manic, psychotic, and personality continuums interface with the depression continuum.