Depression has a high prevalence worldwide and has a difficult approach because it is a heterogeneous syndrome. This study explored the associations between self-criticism and dependency dimensions of depressive experience and structural functions in 43 Chilean patients with depressive symptomatology. Patients showed either self-criticism or dependency style. Results showed that the highest the symptomatology, the worst structural functioning. Self-criticism showed to relate more with low structural functioning and self-regulation vulnerability predicted the presence of depressive symptomatology, showing a greater effect on high levels of self-criticism. The results support the perspective of considering heterogeneity at the base of depression and the importance of designing different therapeutic strategies.