Dysthymia is when your depression feels more like a sad feeling that won't go away. While this type of depression is less severe than major depression, its chronic, mild symptoms keep people who have it from really enjoying life. If you've felt sad and down for at least 2 years, your depression may be dysthymia. Some people who have dysthymia have severe episodes of clinical depression as well as dysthymia. This is called double depression. People with double depression may be less likely to completely recover than those who have a major depressive disorder without dysthymia.