Depression is a severe mental health problem. Due to its relevance, the development of computational tools for its detection has attracted increasing attention in recent years. In this context, several research works have addressed the problem using word-based approaches (e.g., a bag of words). This type of representation has shown to be useful, indicating that words act as linguistic markers of depression. However, we believe that in addition to words, their contexts contain implicitly valuable information that could be inferred and exploited to enhance the detection of signs of depression. Specifically, we explore the use of user’s characteristics and the expressed sentiments in the messages as context insights. The main idea is that the words’ discriminative value depends on the characteristics of the person who is writing and on the polarity of the messages where they occur. Hence, this paper introduces a new approach based on specializing the framework of classification to profiles of users (e.g., males or women) and considering the sentiments expressed in the messages through a new text representation that captures their polarity (e.g., positive or negative). The proposed approach was evaluated on benchmark datasets from social media; the results achieved are encouraging, since they outperform those of state-of-the-art corresponding to computationally more expensive methods.