The relationship between depression and personality has long been a topic of interest in the fields of psychiatry and psychology, but consensus remains elusive. This lack of consensus poses a significant challenge in both diagnosis and treatment, especially in situations when otherwise effective therapies for depression fail. Our article aims to address this issue by reviewing the historical and recent conceptualizations of the relationship between depression and personality pathology. Specifically, we focus on the trait domain of negative affectivity found in the International Classification of Diseases, 11th Edition (ICD-11) and the Alternative Model for Personality Disorders (AMPD) as a connecting link between the two phenomena. We review recent empirical studies evaluating the association of negative affectivity, personality, and depression, along with investigations of the relationship between depressive disorders and personality disorders. Additionally, we describe the Hierarchical Taxonomy of Psychopathology (HiTOP) and the AMPD as organizing frameworks for understanding depression within a broader personality framework. Based on the available evidence, we propose that depressive disorders must be assessed within the context of the patient's personality in order to maximize treatment outcomes. Ultimately, this integrated approach can guide clinicians in developing unified treatment protocols and facilitate early detection and intervention for factors contributing to depression in order to minimize treatment resistance.