Spatial demonstratives are highly frequent linguistic universals, with at least two contrastive expressions (proximal (“this”) vs. distal (“that”)) indicating physical, social, or functional proximity of the speaker to the referent object. Recent evidence based on the Demonstrative Choice Task (DCT), in which participants couple words with a spatial demonstrative with no context provided, suggests that demonstrative use is also indicative of experienced or emotional proximity to the self in an imagined mental space. As depression is characterized by increased and maladaptive focus on the self, the DCT may be a simple and reliable way to elicit behaviors that enable inference on the presence of severe depressive states and allow descriptions of the semantic characteristics of individual differences in such states. In two independent cross-sectional studies, including 775 and 879 participants, respectively, we showed that DCT-based classification models reliably capture semantic characteristics of experiential states that are predictive of self-reported depression symptom severity, as measured by PHQ-9. In both samples, DCT classifiers outperformed baseline models and replicated semantic patterns of negative affect previously observed to be associated with depression. This indicates that the paradigm captures semantic characteristics of the experiential states underlying depression symptoms and may be used to map individuals along a broad semantic space, potentially providing novel insights into individual differences in depressive states.