Experience Sampling Methodology (ESM) is ideally suited to test the predictions, and inform the development of contemporary cognitive models of depression. Yet there has been no systematic examination of ESM in depression research.

A search of databases (PsychARTICLES, PsycINFO, AMED, Ovid Medline and CINAHL) was conducted to identify studies published within the last 25 years investigating major depressive disorder (MDD) using ESM.

Altogether, 19 studies using ESM, or comparable methodologies, with clinically depressed individuals were identified and critically reviewed. The identified studies examined six aspects of MDD: methodological issues; positive and negative affect; cortisol secretion; antidepressant treatment; work performance; genetic risk factors.

Despite some methodological limitations of existing studies, ESM has made a significant contribution to our current understanding of depression by consolidating existing theories, uncovering new and clinically relevant findings and identifying questions for future research. This review concludes by introducing the possibility of using ESM as an intervention tool in clinical practice and proposing that ESM could be useful for furthering knowledge of the causes of MDD.