Although depression and anxiety syndromes are common in primary care, many depressed and anxious patients fail to receive effective treatment. Little attention has been given to the role of illness beliefs in shaping these patients' treatment preferences and decisions. Using semistructured interviews, this study examined conceptual models of depressive symptoms among patients in an inner-city clinic. A theoretical taxonomy of patients' conceptual models of distress was developed: each category was associated with a unique pattern of treatment preferences. We conclude that patients' models of distress may play an important role in treatment-seeking decisions, and deserve further investigation.