In this paper I investigate whether "depression" is a vague concept in psychiatry and the consequence of this for philosophers who would like to contribute to the elaboration of an objective definition of it. Assuming that this concept aims at referring to a mental disorder, I show that the current definition of "depression" is controverted: we lack a unified scientific model of it, so a consensual objective definition of it. Actually there is its clinical definition in the nosology but this definition consisting in a list of criteria is accused of being unsufficient to draw a sharp limit between normal and pathological cases. Hence vague boundaries of the extension of the concept as referring to a mental disorder. Moreover its clinical criteria, as descriptive and non distinctive, need to be interpreted by clinicians in a way that remains implicit and contextually variable, and they can apply to completely different clinical pictures. I interpret this as a variability of the descriptive definition of "depression", so that its conditions of use depend on the context: it may apply to two cases that have nothing in common except similarities. Applying the famous wittgensteinien characterization of the concept of "game" to "depression", I argue that this vagueness can be interpreted as showing that "depression" works as cluster of concepts whose instances only share "family resemblances". From this philosophical interpretation I draw the conclusion that the "vagueness problem" of depression at a theoretical level does not make the use of this concept problematic, since this in practice use is always related to a context conferring a specific meaning to the concept. I conclude that philosophers should not look in the clinical sciences for an objective definition of depression as a list of necessary and sufficient conditions pointing at its essence: they should rather either describe the family resemblances between the different versions of this concept, or try to stipulate a definition providing it sharp boundaries. A stipulative definition would be motivated by a pragmatic purpose while not delegitimizing other uses that could be made of the concept. Such a purpose could be to target only medically relevant conditions; actually such conditions do not necessarily have to be conceived of as conditions where there is a disease understood as pathological process that we could objectively define, but they can be seen as conditions that we have medical means to take care of with more benefits than disadvantages.