Nosological boundaries for depressive disorders as well as the prevalence and impact of ‘subsyndromal’ depression remain unclear.

To examine the impact of subsyndromal depressive disorders on health status and to assess if depressive disorders lie on a continuum of severity.

The sample was composed of randomly selected respondents from the general population in 68 countries from across the world participating in the World Health Organization's World Health Survey.

The pattern of risk factors for depressive disorders was consistent across all types of depression (subsyndromal, brief depressive episode and depressive episode): odds ratios for females ranged between 1.49 and 1.80, and for the unemployed from 1.19 to 1.25. All types of depression produced a significant decrement in health status compared with no depression after controlling for demographic variables, income and country.

Subthreshold depressive disorders occur commonly all across the world and are associated with the same risk factors everywhere. They produce significant decrements in health and do not qualitatively differ from full-blown episodes of depression as currently defined, and lie on a continuum with more severe forms of depressive episodes but are distinct from normal mood changes.