THE popularity of cognitive theories of depression has not appreciably increased attention to the effects of depression on how its sufferers subsequently think about themselves and structure their lives. As a first step in a program of systematic research, we recruited recent and former depressed psychiatric patients to participate in focus group discussions of their experience of depression and how it has affected them, Statements elicited in two focus groups were classified into eight categories: lack of energy and the loss of self-efficacy, fear of recurrence, fear of taking risks, inability to trust oneself, self-presentation and concealment, concern about being a burden to others, secondary guilt about having been depressed, and reduced involvement in interpersonal relationships. These results were then used as the basis for the construction of a survey instrument, the Self-Appraisal Questionnaire (SAQ), and strong differences were found between recently recovered depressed women and a sample of women without a history of depression. Taken together, results of the focus groups and the survey study support the utility of a limited ''sick role'' for recovering depressed persons.