Although there have been several studies of people's information behaviors during the COVID‐19 epidemic, the information practices of a specific group of people—those with depression—have been neglected. This study reports on qualitative interviews with 24 participants to explore the information practices of people living with depression during the pandemic lockdown. We use the theory of information worlds and the concept of transition to understand the phases of chaos, expansion, and contraction that the information worlds of this group present during the lockdown, and examine the interrelationship between the information worlds and the individual's transition experiences during specific periods. Our results show that, first, emotion, body, and embodiment play key roles in the individual's information worlds, while individuals' information practices are regulated by the economic environment, group norms, and other social circumstances. Second, government‐level information, the volunteer community, social media, and nonhuman objects further impact participants' information practices. We suggest that health management strategies need to have different priorities at different stages of the transition, and attention should be paid to the provision of emotional information support systems during the pandemic lockdown.