Major depressive disorder constitutes one of the leading causes of disability worldwide. However, it is not a unitary disease—it is a heterogeneous syndrome, with patients differing remarkably in symptom profile, pathophysiology and treatment responsiveness. Previous attempts to subtype major depressive disorder have showed limited clinical applicability. We present a classification of major depressive disorder episodes based on the proximate mechanisms that led to the original mood change that caused the depressive episode. We identify discrete depression subtypes that are induced by: 1) infection, 2) long-term stress, 3) loneliness, 4) traumatic experience, 5) hierarchy conflict, 6) grief, 7) romantic rejection, 8) postpartum events, 9) the season, 10) chemicals, 11) somatic diseases and 12) starvation. We further examine the ultimate functions of these subtypes and show that not all types of mood changes that trigger depression are adaptive. Instead, some are clearly maladaptive and some are byproducts of other adaptations. In modern societies, low mood after adverse life events may turn into a pathological depressive state. Modern lifestyle increases susceptibility to inflammatory dysregulation and chronic stress, both of which increase the amount of proinflammatory cytokines in peripheral blood, leading to low mood and sickness behaviour. Proinflammatory cytokines may aggravate the previously adaptive short-term mood changes to a chronic maladaptive depressive state by preventing the normalization of mood after adverse life events. Subtyping depression enables an effective and intelligent long-term treatment of patients in each subtype by treating the underlying causes of depression.