BackgroundSpontaneous thought is a universal, complex, and heterogeneous cognitive activity that significantly impacts mental activity and strongly correlates with mental disorders. MethodsUtilizing the think-aloud method, we captured spontaneous thoughts during rest from 38 diagnosed with depression, alongside 36 healthy controls and 137 healthy individuals. Through a comprehensive assessment of various dimensions of thought content, we compared thought content between individuals with depression and healthy controls, and between healthy women and men. Finally, we employed natural language processing (NLP) to develop regression models for multidimensional content assessment and a classification model to differentiate between individuals with and without depression. ResultsCompared to healthy controls, individuals with depression had more internally oriented and less externally oriented spontaneous thoughts. They focused more on themselves and negative things, and less on positive things, experiencing higher levels of negative emotions and lower levels of positive emotions. Besides, we found that compared to healthy men, healthy women's spontaneous thoughts focus more on interoception, the self, past events, and negative events, and they experience higher levels of negative emotions. Meanwhile, we identified the potential application of the think-aloud method to collect spontaneous thoughts and integrate NLP in the field of depression. ConclusionsThis study offers direct insights into the stream of thought during individuals' resting state, revealing differences between individuals with depression and healthy controls, as well as sex differences in the content of spontaneous thoughts. It enhances our understanding of spontaneous thought and offers a new perspective for preventing, diagnosing, and treating depression.