An episode of major depressive disorder isit feeling depressed. How do we know that this is a clinical thing, as opposed to an appropriate response to our circumstances? Well, there's something really interesting about depressive episodes. If circumstances improv ove, or even resolve, if these are the cause of the sad thoughts, what this means is that sad thoughts should go away. But once you get to this point, it has a life of its own. And even if the circumstances resolve, the sadness remains, or the impairment and function remains. This is a case of a clinical depression.