Objective Explanatory models (EMs) are a collection of beliefs about a disorder that can help us understand help‐seeking and treatment pathways in diverse contexts. In 2 related studies, we explore EMs about depression held among both clinical and nonclinical samples in Uganda. To explore the potential of EMs to predict help seeking, we assessed the relationship between 2 main aspects of the EM: problem conceptualization and treatment. Method In Study 1, we interviewed and assessed EMs of depression for 135 lay community members and 111 professional practitioners using a vignette. In Study 2, we assessed actual EMs among 33 clinically depressed adults. We transcribed all interviews and analyzed and coded the content. In Study 1, we used logistic regression to examine the relationship of problem conceptualization and stigma to treatment choice; in Study 2, we used Fisher's exact tests to examine the relationship between conceptualization and treatment. Sociodemographics such as age, income, and language were also examined. Results Interviews elicited a diverse range of beliefs about the nature of depression and the types of treatment needed. However, problem conceptualization did not predict treatment in either group. Instead, education and interview language predicted treatment in clinical and nonclinical samples. Conclusion Although EMs can be useful for both exploring mental health and treatment‐related beliefs in clinical settings and developing mental health services, contextual factors may be more significant predictors of help seeking.