This paper proposes to analyse the relationships between depression and high intellectual potential through a multidisciplinary and original approach. Based on their respective experience in psychology and child psychiatry, the authors will focus their analysis on creative potential. First, relationships between creativity (literary, artistic, or scientific creativity) and melancholy ("melancholy" comes from the Greek words for "black" ("melas") and "bile" ("khole")) will be examined from antiquity to modern times. Aristotle introduced a quantitative factor, asserting that levels of melancholy and black bile are positively correlated; however, under a given threshold of black bile, it can give rise to an exceptional being. Second, the case study of Blaise Pascal (scientific and philosophical creativity associated with major depressive episodes from childhood) will be presented and discussed. This case study sheds light on the paradoxical role of depression in the overinvestment in intellectual and creative spheres as well as on the impact of traumatic events on high intellectual potential. Third, observations will be reported based on a study conducted on 100 children with high intellectual potential (6-12 years old). Finally, based on these different levels of analysis, it appears that heterogeneity of mental functioning in children with high intellectual potential is at the center of the creative process and it has related psychological vulnerability.