A critical examination is made of the role that statistical methods have played in the understanding of depression. The development of instruments for measuring depression is illustrated by reference to the Beck Depression Inventory and the Hamilton Rating Scale. The controversy over the existence of one or two types of depression is examined from the perspective of the statistical tools used. Some of the problems in studies of the heritability of depression are outlined. The development of clinical trials of depression is examined, with particular reference to ECT and maintenance therapy, and the role of meta-analysis is discussed.