Owing to the lack of subjective experience in female role from clinical population in extant indigenous literature, the purpose of present study is to explore female depressive patient's perception and interpretation of their gender role experience, with the intention to clarify the relationship between gender role experience and depression. Three depressive women from different generations were selected into this study. Qualitative research method was adopted in order to explore the subjects' cognitive and coping process concerning female role during the course of their lives. Results show that although the gender role had some changes among three generations, these subjects are still struggling with the conflicts between their own needs and social expectations. Long term stress under strong ambivalent emotion, feeling of unfair, and reluctant compromise are disadvantageous for women’s mental health. The implication for clinicals is pointed out.