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This article reports on in-depth interviews with gay men about their experiences and understanding of depression. It is a key outcome of the collaboration between social researchers, general practitioners and community partners to investigate the management of depression in gay men in primary care settings. As part of the qualitative arm of the project in-depth interviews were conducted with 40 gay men in Sydney and Adelaide (Australia). The approach to discourse analysis is informed by Hallidayan systemic functional linguistics. Six constructions of depression were identified: (1) depression as a constellation of symptoms; (2) symptoms constructed as experience; (3) depression as agent; (4) depression as mental processes; (5) not meeting social expectations; and (6) engaging with psychiatric discourse: constructing alternative positions. Gay men draw on the biomedical model of depression as low mood and loss of pleasure as well as on constructions of depression in terms of social experience. The biomedical model of depression is, however, not positioned as unproblematic. Rather, gay men align or disalign with this discourse according to their own experience, thereby enacting diverse masculinities. Gay men's discourses of depression are inextricably linked to the community activism of gay men and their community organizations in the context of the HIV epidemic, as well as a synergy between gay men and their doctors.