The relationship between the two syndromes neurasthenia and depression is of interest in the context of burnout, which, although not a diagnosis, is often treated in psychiatry. This study defines major depressive episodes according to DSM-5 and neurasthenia by ICD-10 symptom criteria, and both syndromes on the basis of a 2-week minimum duration. The study includes all subjects of the Zurich epidemiological study who had taken part in the last five interviews (1986-2008) and compares three groups, pure depression, pure neurasthenia and their combination (neurasthenic depression), applying nonparametric statistics. The three groups did not differ in common validators: age of onset, course, a family history for depression and anxiety/panic. Psychiatric comorbidity was also very similar, with the exception of suicide attempts and substance abuse, which were less frequent in the pure neurasthenic group. Somatic comorbidity was also highly comparable, except for stomach problems, which were more common in subjects with neurasthenic syndromes. Surprisingly, the well-known preponderance of depression in women was explained by the association with neurasthenic syndromes. The proposed new diagnosis of neurasthenic depression could help diagnose subjects treated for burnout but needs replication by other representative studies.