We propose that major depressive disorder is not a unitary disease. Instead, different triggering factors causing periods of low mood can give rise to different and sometimes even opposite symptom patterns. Some of the symptoms of depression are maladaptive; others may be psychobehavioural adaptions to solve the adaptive problem that triggered the depressive episode. It is therefore logical to subtype depressive episodes according to their triggering factors. In evolutionary psychiatry, depressive episodes can be classified into discrete subtypes that are induced by infection, long-term stress, loneliness, traumatic experience, hierarchy conflict, grief, romantic relationship dissolution, post-partum events, season, chemicals, somatic diseases and starvation. In hunter-gatherers and in people who have traditional lifestyles, periods of low mood only rarely turn into episodes that fulfil the diagnostic criteria of major depressive disorder. Modern lifestyles cause low-grade inflammation and an increased susceptibility to chronic stress, which introduce symptoms of sickness behaviour into reactive short-term mood changes. Therefore, features of contemporary environments may prevent the normalisation of mood after adverse life events, resulting in major depressive disorder. An evolutionary approach to depression helps to identify the factors in our environments and lifestyles that contribute to greater susceptibility to this debilitating disorder, which can inform both prevention and treatment of depression. We further propose that the treatment of major depressive disorder should be tailored according to the patient’s depression subtype, focusing on the root causes of the disorder rather than alleviating symptoms with drugs.