Major Depression (MD) is a highly heterogeneous diagnostic category. Diverse symptoms such as sad mood, anhedonia, and fatigue are routinely added to an unweighted sum-score, and cutoffs are used to distinguish between depressed participants and healthy controls. Researchers then investigate outcome variables like MD risk factors, biomarkers, and treatment response in such samples. These practices presuppose that (1) depression is a discrete condition, and that (2) symptoms are interchangeable indicators of this latent disorder. Here I review these two assumptions, elucidate their historical roots, show how deeply engrained they are in psychological and psychiatric research, and document that they contrast with evidence. Depression is not a consistent syndrome with clearly demarcated boundaries, and depression symptoms are not interchangeable indicators of an underlying disorder. Current research practices lump individuals with very different problems into one category, which has contributed to the remarkably slow progress in key research domains such as the development of efficacious antidepressants or the identification of biomarkers for depression.The recently proposed network framework offers an alternative to the problematic assumptions. MD is not understood as a distinct condition, but as heterogeneous symptom cluster that substantially overlaps with other syndromes such as anxiety disorders. MD is not framed as an underlying disease with a number of equivalent indicators, but as a network of symptoms that have direct causal influence on each other: insomnia can cause fatigue which then triggers concentration and psychomotor problems. This approach offers new opportunities for constructing an empirically based classification system and has broad implications for future research.