Depression is the Most Widely Diagnosed Mental Illness in the United States Do you struggle with episodic depression? If you do, you are not alone. Depression is the most widely diagnosed mental illness in the United States. In the US,9.5% of the adult population age 18 and older has some form of depression. While depression is labeled as a mental illness, having depression does not mean you are “crazy.” You might be finding yourself overwhelmed by life’s many pressures. You’ve seen the ads on TV, “Where does depression hurt? Everywhere. Who does depression hurt? Everyone.” Depression doesn’t just affect you.