Neoliberalism is an approach to government and policy that favours welfare state retrenchment and free-market economics, as well as a sociocultural ideology that promotes the market values of individualism and personal responsibility. These intensified values have transformed mental healthcare and the ways in which individuals experience, discuss, and manage chronic mental illnesses such as depression. As such, the aim of this qualitative study was to investigate the extent to which neoliberal discourse informs sufferers’ everyday experiences and management of depression. Posts by members of an online Canadian depression forum were analyzed using Thematic Analysis (Braun & Clarke, 2006). Findings revealed that neoliberal ideology was implicit in members’ discussions about depression vis-à-vis their engagement with solitary and healthist self-management practices, their experiences of stigma, and their continued endorsement of the biomedical model of mental illness despite repeated negative encounters with the mental healthcare system. These findings call for further qualitative investigation into the ways in which individuals suffering from depression understand, discuss, and cope with this illness. More research on depression forums in particular is warranted.