In our view, there is a worrying tendency in psychology and medicine to let proliferate “depression-like” constructs—a transgression of the scientific canon of parsimony. The problem is not limited to vital exhaustion (VE). Burnout, a condition akin to VE, has been shown to problematically overlap with depression. Compassion fatigue, a condition that shows particularly blurred definitional contours, is also uncomfortably close to depressive symptomatology. The construct of neurasthenia may be part of this confusing trend as well, although neurasthenia has been elevated to the status of nosological category in the ICD. Construct proliferation jeopardizes knowledge growth by undermining theory building and transdisciplinary communication. Instead of multiplying unnecessary variations on the theme of depression, we think that researchers should work at better coordinating dimensional and categorical approaches to depression. By enhancing such a coordination, researchers would allow themselves to better take into account both subclinical forms of depression and clinical subtypes of depression (e.g., depression with atypical features) in their empirical and theoretical analyses. Researchers who assume that VE, burnout, compassion fatigue, or neurasthenia lie outside the spectrum of depression should systematically adjust for depressive symptoms in their statistical analyses to corroborate their beliefs.