Background Self‐management appears to be a promising approach in the case of depression, which helps to stimulate patients' autonomy. However, a good and systematic description of the concept self‐management from the patients' perspective, to our knowledge, has not yet been performed. Objective To determine: (i) what strategies patients think they can use themselves to recover from depression, (ii) which main themes of self‐management strategies can be detected, and (iii) which of these strategies patients perceive as being most helpful. Methods We used concept mapping to explore the experiences of patients who recently recovered from a depressive episode. Patients generated self‐management strategies in focus group discussions. The strategies were clustered on a two‐dimensional concept map by a hierarchical cluster analysis. Results Patients generated 50 strategies that formed eight clusters: (i) proactive attitude towards depression and treatment, (ii) daily life strategies and rules, (iii) explanation of disease to others, (iv) remaining socially engaged, (v) engaging in activities, (vi) structured attention to oneself, (vii) contact with fellow sufferers, and (viii) other. Behavioural and cognitive strategies and a proactive attitude towards treatment were considered as the most helpful. Discussion and conclusion From the patients' perspective, there is a wide range of self‐management strategies that they can use – and perceive as helpful‐ to contribute to their own recovery. Professionals could encourage patients to take an active role in achieving recovery. Further research could open new roads to improve patients' active contributions to current treatments for depression.