As it is well known, most people experience some kind of depression in their lives. Depression sometimes makes our lives unbearable and, we need treatment. We need the help of psychologists. With the help of them, we try to learn the reasons of our depression and we acquire the explanations to find out possible and necessary treatments. In psychology, there are different schools to consult. In this paper, depression is explained by the help of Cognitive Theory. DEPRESSION Depression is a mental illness in which a person experiences deep, stable sadness and discontinued interest in nearly all activities. People also use the term depression to describe the temporary sadness, loneliness, or blues that everyone feels from time to time. In contrast to normal sadness, severe depression, also called major depression, can dramatically lessen a persons ability to function in social situations and at work. People with major depression often have feelings of despair, hopelessness, and worthlessness, as well as thoughts of committing suicide. Depression can take several other forms. In bipolar disorder, sometimes called manic-depressive illness, a persons mood swings back and forth between depression and mania. People with seasonal affective disorder typically suffer from depression only during autumn and winter, when there are fewer hours of daylight. In dysthymia , people feel depressed, have low self-esteem, and concentrate poorly most of the timeoften for a period of yearsbut their symptoms are milder than in major depression. Some people with dysthymia experience occasional episodes of major depression. Mental health professionals use the term clinical depression to refer to any of the above forms of depression.PREVALENCE Depression affects all people, regardless of sex, race, ethnicity, or socioeconomic standing. However, the percentage of women having the illness more likely than men . Experts disagree on the reason for this difference...