The health beliefs of people suffering from mental health problems are important. Such beliefs have been identified as key factors in models of health and illness behaviour, and may therefore indirectly influence clinical outcome. In addition, the increasing move towards patient-centred health care suggests that such beliefs need to be identified if a patient's perspective of his or her illness is to be addressed in the care process. Past research on health beliefs surrounding depression have concentrated on identifying "explanatory models" among the general community or among people who already have an established diagnosis of depression. This paper describes the content and status of health beliefs among people who are in the process of receiving a diagnosis. In-depth interviews were carried out with new referrals to a community mental health team (CMHT). Individuals expressed a variety of perceived causes throughout the interview. Beliefs were therefore characterised as changeable. It is argued that the concept of an "explanatory model" is too fixed to fully convey the fluid status of beliefs among this patient group. The concept of an "exploratory map" is suggested as a replacement. Such maps outline the avenues of thought which individuals explored when attempting to understand why they were currently experiencing particular psychological problems. The strength and persistence of beliefs is discussed in relation to both theoretical and clinical implications.