Primary care clinicians treat the majority of cases of depression in the United States. The primary care clinic is also a site for enactment of a disease-oriented concept of depression that locates disorder within an individual body. Drawing on theories of the self and stigma, this article highlights problematics of primary care depression treatment by examining the lived experience of depression. The data come from individuals who screened positive for depressive symptoms in primary care settings and were followed over ten years. After iterative mixed-methodological exploration of a large dataset, we analyzed interviews from a purposive sample of 46 individuals using grounded and phenomenological approaches. We describe two major results. First, we note that depression is experienced as located within and inextricable from relational space and that the self is experienced as relational, rather than autonomous, in depression. Second, we describe the ways in which the experience of depression contradicts a disease-oriented concept such that help-seeking intensifies rather than alleviates the relational problem of depression. We conclude by highlighting that an understanding of illness experience may be essential to improving primary care depression treatment and by questioning the bracketing of relational concerns in depression within the construct of stigma.