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Women in rural western Kenya experience depression, yet few formal treatment options exist. What other options for support are available to these African women suffering from depression? How do these women navigate this “therapeutic landscape” of modern and traditional care? What is the role of social capital, including faith-based and community-based networks? I used a mixed methods case study approach to explore how women in Siaya, Kenya experience depression and navigate the therapeutic landscape – the forms of health provision as understood by the women who use them – to deal with poor mental health. I conducted in-depth interviews with women suffering from depression, members of their social networks, and key informants, ranging from clinicians and healers, to community elders, depression survivors, and community group and religious leaders. I used focus group discussions to elicit contextual information and daily mobile phone diaries to collect information on small, day-to-day health actions and social network interactions. I encountered a “treatment desert” shaped by an inadequate government health system, a deteriorating indigenous healing system degraded by Christianity and modernity, and a religious healing tradition that is considered unacceptable by most women in the study site. This therapeutic landscape is rocky and difficult to navigate and low social cohesion limits the support a woman receives from her in-laws, extended family, friends, group members, and neighbors. While churches and community groups are more reliable in times of need, financial and time barriers limit their utility for promoting mental health. Given this landscape, women’s responses to depression are predominantly inward-focused, consisting of prayer, keeping quiet, and staying busy. I suggest interventions that offer lay delivery of proven therapies and build collective social capital to address this chronic burden of poor mental health among rural African women. Ultimately, the low social cohesion seen in my study is rooted in material poverty and gender inequality, including oppressive and restrictive marriages. Efforts to build the social capital women need to tackle depression should be accompanied by attention to these structural factors that degrade social cohesion.