We sometimes say about certain things (such as philosophical questions) that they are ‘deep’ or ‘profound’. But what does it mean exactly? Surprisingly, philosophers have been quite silent on this topic and there is neither consensual nor prominent conceptual analysis of ‘depth’. After surveying different proposals that have tried to capture depth in terms of explanatory depth, subject matter, emotional impact, understanding or complexity, we present the results of three studies in which we combine qualitative and quantitative methods to investigate the everyday concept of ‘depth’. Our results suggest that depth and profundity are generally characterized as (i) something with a meaning, (ii) that stimulates cognitive activity, to (iii) promote epistemic progress about (iv) important issues, thus (v) having an emotional impact. Based on these findings, we propose a first characterization of the ordinary concepts of depth and profundity.