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Although thousands of studies have examined the genetics, epidemiology, etiology, biology, treatment and prevention of major depressive disorder, we still lack very basic knowledge about what patients with depressive disorders need. Despite the thousands of studies that have been conducted on major depression and the hundreds of randomized trials that have examined the effects of treatments, many patients still do not know how to cope with the daily problems caused by depressive disorders. In this Commentary the need for more research on the perspectives of patients is described. This research should guide treatment studies as well as basic research much more than it currently does. This perpective is especially important to understand and solve the undertreatment of depression, one of the major problems in this area. Up to 50% of depressed patients do not seek treatment, resulting in huge avoidable disease burden and economic costs. In order to solve this problem we need a better understanding of the problems patients encounter in daily life, and what factors contribute to the reasons for seeking treatment or not. Research from the patients' perspective is also necessary to meet the currently unmet information needs of patients, including information about the nature and causes of depression, stigma, medication, treatment and coping with the daily problems of having depression.