As a psychoanalyst, I believe that conscious mental phenomena (such as feelings) are not epiphenomenal to the workings of the brain. Feelings evolved for good biological reasons; they make specific contributions to (unconscious) brain functioning. Notwithstanding all the philosophical complexities, the interactions between consciousness and unconscious brain functions are causal interactions. The tendency of modern neuroscientists (and biological psychiatrists) to marginalise consciousness in relation to how the brain works is likely to lead them badly astray. I illustrate this view by trying to address the question: why does depression feel bad?