Major depressive disorder (MDD) is a serious condition with a large disease burden. It is often claimed that MDD is a "brain disease." What would it mean for MDD to be a brain disease? I argue that the best interpretation of this claim is as offering a substantive empirical hypothesis about the causes of the syndrome of depression. This syndrome-causal conception of disease, combined with the idea that MDD is a disease of the brain, commits the brain disease conception of MDD to the claim that brain dysfunction causes the symptoms of MDD. I argue that this consequence of the brain disease conception of MDD is false. It incorrectly rules out genuine instances of content-sensitive causation between adverse conditions in the world and the characteristic symptoms of MDD. Empirical evidence shows that the major causes of depression are genuinely psychological causes of the symptoms of MDD. This rules out, in many cases, the "brute" causation required by the brain disease conception. The existence of cases of MDD with non-brute causes supports the reinstatement of the old nosological distinction between endogenous and exogenous depression.