"Pica" is the term used to describe craving for non-food and nonnutritive items like dirt, chalk, or paper. Pagophagia (compulsive ice chewing) is a particular form of pica that is characterized by ingestion of ice, freezer frost, or iced drinks. It is usually associated with iron deficiency anemia or mental abnormalities like intellectual disabilities, autism, etc. Very few case reports have reported association of eating ice cubes with compulsive behavior or depressive disorders. In this case report, we present the association of pagophagia with sadness in a patient with recurrent depressive disorder. A 44-year-old female suffering from depressive disorder since the age of 33 years presented with symptoms of an intense desire to eat ice cubes that she was unable to resist and would feel better only after consumption of ice cubes or iced drinks. Initially she would consume about 250-500 g of ice cubes per day, but gradually the quantity of consumption of ice increased to about 10-12 kg of ice cubes per day. These symptoms were related to low mood and stress. The preoccupation with consumption of ice was associated with significant psychosocial dysfunction and interpersona problems with the spouse. She was managed with venlafaxine 187.5 mg/day and cognitive behavior psychotherapy (identifying her cognitive errors, generating alternative thoughts, problem solving, activity scheduling and mastery, and pleasure technique) with which her depressive symptoms improved and her pagophagia reduced significantly but did not subside completely. She learned to use alternative coping mechanisms to deal with her psychosocial stressors.