The aims of this article are to explore the experience of depression among palliative care clients and caregivers, describe the strategies they use in coping with depression, and clarify the role of spirituality in preventing and/or overcoming depression. This article discusses an aspect of the findings of a larger doctoral study that explored the nature of spirituality and spiritual engagement from the viewpoint of individuals with life-limiting conditions and their caregivers. van Manen’s phenomenology was used in the study. The data generated from the doctoral study were subjected to secondary analysis to uncover the experience of depression. The methodology underpinning the secondary analysis was phenomenology also by van Manen. Fourteen clients and caregivers from across regional and rural South Australia informed the study. Data collection involved in-depth nonstructured home-based interviews that were audiotaped and transcribed verbatim. The findings highlighted relate to participants succumbing to depression, but having spiritual beliefs and practices helped them cope. One of the most insightful understanding was the role spirituality played in protecting individuals from depression, encapsulated in the theme “finding paradise within.” Spirituality, understood from a religious or secular perspective, must be embedded in palliative care as it assisted in preventing and overcoming depression.