  Let $X$ be a finite set of points in $\mathbb{R}^d$. The Tukey depth of a
point $q$ with respect to $X$ is the minimum number $\tau_X(q)$ of points of
$X$ in a halfspace containing $q$. In this paper we prove a depth version of
Carath\'eodory's theorem. In particular, we prove that there exists a constant
$c$ (that depends only on $d$ and $\tau_X(q)$) and pairwise disjoint sets
$X_1,\dots, X_{d+1} \subset X$ such that the following holds. Each $X_i$ has at
least $c|X|$ points, and for every choice of points $x_i$ in $X_i$, $q$ is a
convex combination of $x_1,\dots, x_{d+1}$. We also prove depth versions of
Helly's and Kirchberger's theorems.
