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What Does Depression Feel Like? Depression (Major Depressive Disorder) is a common and serious medical illness that negatively affects how you feel, the way you think and how you act. There are many symptoms and behaviors that classify what a depressive episode may look like. You may experience any to all of the following during a depressive episode: Feelings of sadness A loss of interest or pleasure from activities that you once enjoyed Trouble sleeping, or sleeping too much Loss of energy or increased fatigue Feeling worthless or guilty Difficulty thinking, concentrating, or making decisions Thoughts of death or suicide . What depression feels like, has been described as a dark cloud that is constantly hanging over you. It has been described as a weight on your chest, shoulders, or body. It has been described as a mood shift for no apparent reason – everything may be going genuinely well in your life, and these symptoms still emerge. You may feel ...