Depression is one of the most prevalent disorders in the general population, causing personal and social disability and impairment. Major studies assessing the diagnosis and management of depression have shown that it is often underdiagnosed and undertreated. A pan-European study aimed at assessing the extent and consequences of depression in six different countries is reported in this article. Different types of depressive profiles are analyzed and their respective management has been compared. The importance of improving diagnosis and treatment of depression is underlined. Appropriate management of depression depends on the recognition of depressive symptoms by patients, their possibility of seeking care, and the ability of the primary care physician to recognize the disorder and prescribe the appropriate medicines. Improvement in all of these fields is necessary.