Major depressive disorder (MDD) is one the most common mental disorders; it affects about 5-10% of the world population. This study explores the experiences of people with major depressive disorder in Zanjan, Iran. In order to identify recurring themes and patterns in individuals' experiences of major depressive disorder, semi-structured interviews with 18 patients were recorded and transcribed verbatim. The transcripts were then analyzed based on conventional qualitative content analysis. Five main categories emerged. The first category was called emotional paralysis and included the subcategories feeling severely depressed; feeling anxious; feeling impatient and irritable; and having dyshedonia. The second category was disturbance of thinking and was comprised of the subcategories of preoccupation, instable spiritual beliefs, and guilt. Cognitive decline was the third identified category and was further divided into subcategories of frustration, unawareness of the disorder, negative evaluation, indecisiveness, and loss of focus and loss of memory. Another major category was physical illnesses with the subcategories of physical discomfort, sleep problems, appetite disturbance, facial changes, sexual dysfunction, and medical conditions. The final category was failure in life, which had failure in personal affairs, jeopardized interpersonal relations, and unstable work life as subcategories. These findings provide a base for further research in this area. They also have clinical relevance for health care providers working with patients with MDD. Related cultural issues also are discussed.