An implicative dilemma, a type of cognitive conflict, is found in a subject's repertory grid whenever a personal construct on which change is desired is associated with another construct on which change is undesirable. We studied dilemmas in 57 participants who met criteria for depressive spectrum disorders and compared them to 496 nonclinical controls. Almost 60% of the clinical sample presented with at least one implicative dilemma in their grids, as compared to 39% of controls. Participants with dilemma(s) showed higher levels of depressive symptoms and general distress (SCL-90-R) than those without any implicative dilemma in their grids. Also, the number of implicative dilemmas was associated with symptom severity. An analysis of the specific content of the personal constructs forming such dilemmas revealed that congruent constructs were mostly of moral nature, whereas discrepant constructs were related to emotional balance. Further studies may investigate whether an intervention targeted to the resolution of such dilemmas could be incorporated into existing treatments for depression to enhance their efficacy.