Between 1897 and 1902 the economist and sociologist Max Weber from Heidelberg suffered from a severe depressive crisis with multiple recurrences of its symptomatology in the following years. The biographic background of the disease process is examined. Questions regarding the specific diagnosis are discussed. Furthermore, his work shows that Weber was indirectly deeply concerned with the cultural, historical and social background conditions of depressive experience and behavior in the context of his study on Protestantic Ethics and the Spirit of Capitalism. Weber's definition of modern society as an iron cage, determined by Occidental Rationalism, shows that this cultural background demands a great amount of role conformity from the individual. Weber's theoretical approach should spark interest in the current psychopathological discussion of the characteristic structural features of a depressed personality.