Depressive disorders can be recognized by the loss of self-esteem; this contrasts with mourning and neurasthenic reactions, in which self-esteem remains intact. Just as depression can result from the gradual reduction and eventual loss of self-esteem, mourning and neurasthenic reactions can evolve into true depressive states. "Exhaustion depression", a new diagnostic category connected to "burnout" situations, should be applied only when criteria for depressive disorder are fulfilled, including loss of self-esteem. When these criteria are lacking we should refer only to an exhaustion state provoked by stress. Neurotic mechanisms may represent a special class of relevant stress factors, but are not seen in manifest neurasthenic reactions and exhaustion depression.