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The field of depression research and theory is a preparadigmatic potpourri of different orientations without a central, consensus definition of depression. This study attempted to address these issues by investigating the depression sub-literatures (cognitive–behavioral, psychoanalytic, evolutionary, biomedical, phenomenological, existential–humanistic, cybernetic, environmental, and religious–spiritual theories) using a comparative analytic methodology, which allows for comparing disparate fields that do not share a common definitional set by relating them to a third concept, in this study the construct of “ungrieved futility” (UF) as a dynamic model of depression. UF defines the objective and/or subjective experience of the permanent loss of an attachment object that initiates the normal grief process, but which is blocked by other factors. As such, UF is one entity with two components. The results showed that UF does describe the core definitional statement about depression of most of the literatures, with the exceptions being the biomedical, behavioral, as well as parts of the environmental and spiritual sub-literatures. It also distinguishes those literatures that frame depression as an entity possessing inherent structure and dynamics from those that see it as an epiphenomenon. Finally, the analysis points to an inherent dynamic in depression which has implications for transpersonal psychology. Thus, this study shows that even without overt integrative theorizing, the field itself already has a wide inherent agreement about the structural dynamics of depression that has not been clearly recognized in existing literature.