Objective: The treatment gap for mental health disorders in Sabah, Malaysia is estimated to be over 90%. Probable reasons include how the depressive symptoms are interpreted. The aim of this study was to explore the interpretation of depressive symptoms in Sabah in rural and urban areas in order to find ways of reducing the treatment gap. Methods: Subjects were given an instrument which consisted of a vignette identification exercise and a set of statements about causes and treatment of depression, which the subjects were asked to rate. Results: One hundred and ninety eight subjects from an urban area and 180 subjects from a rural area were sampled. The most common cause given for the vignette identification was “Stress”, with “Counseling” the preferred treatment option. Principal component analysis (PCA) of the causes of depression revealed five factors: “Lifestyle” (11 items), “Stress and Pressure” (10 items), “Supernatural” (9 items), “Environmental” (6 items) and “Biological” (5 items), with the “Environmental” and “Stress and Pressure” items the most heavily endorsed. PCA of the treatment options showed seven factors, of which five were retained for further analysis: “Psychological treatment and lifestyle,” “Traditional” and “Lifestyle”, “Religion”, “Psychology” with “Religion” and “Psychological treatment and lifestyle” the most heavily endorsed and “Supernatural” the least heavily endorsed. Conclusion: Improving the treatment gap in mental health in Sabah will require educating people on the differences between stress and depression, making services more acceptable by increasing the provision for psychological therapies and working with religious leaders