Depression can at times be under-identified, and misdiagnosed, especially in youth from under-represented ethnic and racial groups who live in urban environments. This study employed a qualitative phenomenological methodology to examine the subjective experience of depression among clinically diagnosed inner city African American adolescents, aged 13–17 years. Five super-ordinate themes emerged from the study analysis including, (a) the depth of depression, (b) life events and experiences as “root base”, (c) the emotional sense of self, (d) the survival self, and (e) the healing self. Findings also demonstrated the essence of the lived experience of being depressed as including both externalizing and internalizing strategies for coping. The adolescents described depression as a part of life and did not describe suicide as a solution, suggesting the need to consider that these constructs may lead to a more informed understanding and identification of depression among African American youths. Methodological limitations and recommendations for future research are addressed.