This article explores the challenge of treating severely depressed, suicidal patients, with a discussion of the self psychological approach in the treatment of a male patient in his early 20s who was suicidally depressed. With the focus on in-depth empathic immersion as essential to understanding depression, I demonstrate how the treatment unfolds by detailing the moment-to-moment empathic approach with the patient, the countertransference reactions that breached the empathic bond that was forming, and the management of the inevitable disruptions and repairs of the developing selfobject transference. My primary contribution is to demonstrate in my clinical work how my patient's feelings of worthlessness and self-loathing, which accounted for his depression, were sought after to maintain needed sensation states that can be considered addictive in nature. Furthermore, I argue that this need goes beyond the loss of a cohesive self as a consequence of the loss of the selfobject experience, as is commonly understood in self psychology.