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Throughout history, melancholy and mourning are predominantly understood within the tradition of psychopathology. Herein, melancholy is perceived as an ailing response to significant loss, and mourning as a healing experience. By taking the philosophies of Freud, Ricoeur and Kristeva together with relevant social scientific research as a theoretical framework and by drawing on women’s accounts of melancholy and mourning in infertility treatment, we offer an exploration of melancholy and mourning beyond this pathological ailing/healing logic. We do so by asking what it means for women to actually live with melancholy and mourning in infertility treatment. In answering this question, we show that women in infertility treatment may have different kinds of melancholic longings: they desire their lost time as a pregnant woman, lost love life and lost future. Within these longings, women derive their sense of self predominantly from their lost past: they understand themselves as the mothers or lovers they once were or could have been. We further reveal that some of these women attempt to escape this dwelling of identity and mourn their losses by (re)narrating their pasts or through performing rituals. While these results show how melancholy and mourning are coshaped in relation to these women’s embodied, temporal, sociocultural and material lived context, they also give insight into how melancholy and mourning may be understood beyond infertility treatment. We reveal how the binary dynamic between melancholy and mourning is inherently ambiguous: melancholy instigates a joyous painfulness, something that is or is not overcome through the agonising exertion of mourning. We show, moreover, that underlying this melancholy/mourning dynamic is a pressing and uncontrollable reality of not being able to make (sufficient) sense of oneself. At the end of this work, then, we argue that it follows out of these conclusions’ urgency to have context-sensitive compassionate patience with those who live with melancholy and mourning.