The principle purpose of this collection of papers is to explore and apply ideas from various kinds of non-traditional Cognitive Science, as well as comparing them with their more traditional counterparts, in order to reach a better understanding of the symptoms and features of depressive illness. By 'non-traditional' I mean to refer to Cognitive Science that makes minimal use of the notion of abstract, post-perceptual, and reconstructive mental representation, is computationally frugal, and treats the mind as fundamentally both embodied and environmentally embedded. This thesis in particular draws on insights from ecological psychology and action-oriented perception, embodied and situated cognition, and predictive processing. After introducing the subject matter, the first substantive paper argues that anhedonia is, in the general case, a disorder determined by disruption to affectively supportive elements of an individual's environment. The second proposes a predictive-processing approach to explaining the characteristic operation of motivational mental states. This paper supports the third, in which I argue that psychological, somatic, and (action-oriented) perceptual factors all contribute to depressed agents' struggles and failures to initiate and sustain action. I suggest that these problems should not all be thought of as disorders of motivation per se, but rather as broader kinds of action-oriented cognitive dysfunction. In the fourth paper, I reject Matthew Ratcliffe's argument for the claim that people with depression are not typically better able to empathise with other people with depression, though I find alternative evidence for this suggestion available to those happy to endorse a more mainstream view of empathy. Finally, I broaden the scope of my investigation to psychopathology in general, and argue that classical (neuro-centric and mechanical) explanations in Psychiatry have inadvertently resulted in psychiatric service users' subjection to a number of epistemic injustices. This suggests that non-classical theories of psychopathology are not just important for achieving accurate psychiatric explanation, but also for ensuring the ethical treatment of service users.