Relatively little empirical attention has been paid to understanding how refugees conceptualize depression and how this concept varies between genders. The purpose of this study was to explore beliefs about depression among Afghans residing in San Diego County, California, using cultural consensus analysis. Using the prescribed mixed‐method approach, we employed results from in‐depth interviews to develop a culturally meaningful questionnaire about depression. Consensus analysis of responses to questionnaire items from 93 Afghans (50 men, 43 women) indicates shared beliefs that associates depression causality with mild traumatic experiences and post‐resettlement stressors, symptomatology to include culturally salient idioms of distress, and treatment selections ranging from lay techniques to professional care. Divergence between genders occurred most in the symptoms subdomain, with women associating depression with more somatic items. This study contributes to understanding the etiology of and cultural responses to depression among this population, which is critical to improving culturally sensitive intervention for Afghan refugees.