This paper utilizes the enactivist notion of ‘sense-making’ to discuss the nature of depression and examine some implications for treatment. As I understand it, sensemaking is fully embodied, fundamentally affective, and thoroughly embedded in a social environment. I begin by presenting an enactivist conceptualization of affective intentionality and describing how this general mode of intentional directedness to the world is disrupted in cases of major depressive disorder. Next, I utilize this enactivist framework to unpack the notion of ‘temporal desituatedness,’ and maintain that the characteristic symptoms of depression result from a disruption to the future-directed structure of affective intentionality. This can be conceptualized as a loss of “online intelligence” and a shrinking of the field of affordances. Then, I argue that two of the standard modes of treatments for depression, medication and cognitive behavioral therapy, are not fully sufficient means of restoring online intelligence, and that these limitations stem partly from the approaches’ implicit commitment to a brain-bound, overly cognitivist view of the mind. I recommend expressive arts interventions such as dance-movement therapy and music therapy as important supplementary treatment methods that deserve further consideration. Insofar as they revitalize subjects’ bodies and emotions, cultivate an openness to the future, and promote self-insight and social synchrony, these treatment modes not only reflect key insights of enactivism, but also offer great potential for lasting healing.