Major depression is characterized by low mood, a reduced ability to experience pleasure and frequent cognitive, physiological and high anxiety symptoms. It is also the leading cause of years lost due to disability worldwide in women and men, reflecting a lifelong trajectory of recurring episodes, increasing severity and progressive treatment resistance. Yet, antidepressant drugs at best treat only one out of every two patients and have not fundamentally changed since their discovery by chance >50 yr ago. This status quo may reflect an exaggerated emphasis on a categorical disease classification that was not intended for biological research and on oversimplified gene-to-disease models for complex illnesses. Indeed, genetic, molecular and cellular findings in major depression suggest shared risk and continuous pathological changes with other brain-related disorders. So, an alternative is that pathological findings in major depression reflect changes in vulnerable brain-related biological modules, each with their own aetiological factors, pathogenic mechanisms and biological/environment moderators. In this model, pathological entities have low specificity for major depression and instead co-occur, combine and interact within individual subjects across disorders, contributing to the expression of biological endophenotypes and potentially clinical symptom dimensions. Here, we discuss current limitations in depression research, review concepts of gene-to-disease biological scales and summarize human post-mortem brain findings related to pyramidal neurons, γ-amino butyric acid neurons, astrocytes and oligodendrocytes, as prototypical brain circuit biological modules. Finally we discuss nested aetiological factors and implications for dimensional pathology. Evidence suggests that a focus on local cell circuits may provide an appropriate integration point and a critical link between underlying molecular mechanisms and neural network dysfunction in major depression.