Research that relates personality to depression is one of the dominant themes in the clinical literature. The current paper examines this research from a critical perspective. It is argued that existing research is limited by (i) a failure to adopt a broad conceptual approach to the study of personality and depression; and (ii) the use of personality measures with questionable psychometric properties. Our observations lead us to suggest that greater adherence to established methodology and conceptual developments in the personality field will result in substantial improvements in research on personality and depression, and may ultimately provide a more accurate appraisal of the role of personality factors in depression. In addition to examining important issues, key directions for future research are discussed.