Despite the abundant research on impulsivity and that on depression, and despite several lines of clinical and research evidence pointing out the potential associations between the two phenomena, to date the idea that impulsivity is linked to depression is still seriously questioned.

1. (i) To argue that there is a body of research linking impulsivity and depression, and that this research is under-recognized largely due to the complex, multi-faceted nature of impulsivity, and its varied definitions and measurements used in different studies, resulting in mixed, irreconcilable findings.

2. (ii) To provide a possible theoretical integration of impulsivity in the context depression.

3. (iii) To validate this theoretical integration.

1. (i) Literature review of impulsivity.

2. (ii) Systematic review and synthesis of research on impulsivity and depression.

3. (iii) Development of a new measure of impulsivity based on outcomes from (i) and (ii); and validation of this new measure in both general and clinical populations.

1. (i) An integrated framework for impulsivity, suggesting three key types of impulsivity: rapid response, preference for immediate reinforcement, and underestimation of risk, is identified and adopted.

2. (ii) An operational definition of impulsivity as an action or a behavioural pattern that goes against one's desired goal is offered.

3. (iii) The Types of Impulsivity Scale, assessing the three key types of impulsivity concurrently, shows good predictive validity for depression.

Different types of impulsivity seem to be related to different stages of the depressive disorder. Clinical implications for the diagnosis, treatment and prevention of depression will be drawn accordingly.