This study used Kelly’s (1955/1991) Role Construct Repertory Grid (RepGrid) technique to assess cognitive features underlying depressive states. RepGrids from patients with depressive disorders (n = 105, including Major Depression, Dysthymia, and Adjustment Disorder with depressed or mixed symptoms) were compared with a non-clinical group (n = 305). The RepGrids of participants were analyzed using the computer program GRIDCOR (Feixas & Cornejo, 2002). Consistent with hypotheses, those with depressive disorders perceived themselves and others more negatively, perceived themselves as different from others, and generated fewer constructs to describe self and others in comparison to the non-clinical group. There were no differences in use of extreme ratings or in unidimensional construing (percent variance accounted for by the first factor in correspondence analysis) on the RepGrid. RepGrid techniques offer the potential to better understand the processes of construction of the self and others in persons with depressive disorders. Specific RepGrid profiles associated with depression–negativity, resentment, and isolation–may be helpful in further individuating treatment for depression.