Background: Depressive disorders are common and associated risks include the onset of secondary disorders, substance use disorders, impairment in social and occupational functioning, and an increase in suicidality. As the onset often occurs in youth, there is a clear imperative for early identification and intervention to ameliorate, if not prevent, associated distress. Methods: An extensive search of relevant databases and an ancestry search was undertaken. Results: There is a limited but growing body of literature on this topic that is discussed in relation to a clinical staging model, which may prove to be a useful framework for identifying where an individual lies along the continuum of the course of a depressive illness thus allowing interventions to be matched for that stage. The identification of a subsyndromal and prodromal stage of depressive disorders provides early intervention opportunities. Conclusions: It is argued that a clinical staging heuristic may increase the number of those treated early, which may in turn delay or prevent onset, reduce severity, or prevent progression in the course of depressive disorders.