Depressive disorders have one of the highest disability-adjusted life years (DALYs) of all medical conditions, which led the European Psychiatric Association to propose a policy paper, pinpointing their unmet health care and research needs. The first part focuses on what can be currently done to improve the care of patients with depression, and then discuss future trends for research and healthcare. Through the narration of clinical cases, the different points are illustrated. The necessary political framework is formulated, to implement such changes to fundamentally improve psychiatric care. The group of European Psychiatrist Association (EPA) experts insist on the need for (1) increased awareness of mental illness in primary care settings, (2) the development of novel (biological) markers, (3) the rapid implementation of machine learning (supporting diagnostics, prognostics, and therapeutics), (4) the generalized use of electronic devices and apps into everyday treatment, (5) the development of the new generation of treatment options, such as plasticity-promoting agents, and (6) the importance of comprehensive recovery approach. At a political level, the group also proposed four priorities, the need to (1) increase the use of open science, (2) implement reasonable data protection laws, (3) establish ethical electronic health records, and (4) enable better healthcare research and saving resources.