Introduction: Abnormal self-experiences are a common feature of major depression despite their absence from current diagnostic manuals. Current diagnostic criteria leave us with an impoverished conception of depressive disorders, and they fail to exploit the diverse experiential alterations that might be useful for understanding and diagnosing patients, and last but not least for explaining the aetiology of these disorders. Although some phenomenological descriptions of abnormal self-experiences in major depression are available, further research is needed to validate these through detailed clinical interviews. Methods: To characterize these phenomena in more detail and to verify and consolidate previous accounts, we conducted a qualitative study using the Consensual Qualitative Research method. Results: Our findings identified three categories of abnormal self-experiences: (1) impossibility to project oneself forward, (2) not recognizing one’s self, and (3) losing control on one’s self. Conclusion: Before delving into these results, we briefly described how the self is conceptualized in phenomenological psychopathology and explored in the literature on the self-experience in major depression. After discussing our results in the light of recent and contemporary phenomenological literature, we suggest that the inability to recognize otherness as part of oneself – which is the core of depressive experiences – ends in specific symptoms of depersonalization that differ from schizophrenic ones. We conclude that the self-experience, and in particular narrative identity, is central to the development and maintenance of depression.