PEI is a clinical approach which aims at assessing the links between psycho-traumatic experience and depressive disorder. In the present study, inspired by the EMDR (Eye Movement Desensitization and Reprocessing) protocol, the PEI approach is proposed to 30 patients with depressive disorder. The aim is to determine the implication of negative cognitions and dysphoric emotions resulting from a traumatic experience on their psychopathological disorder. Our analysis shows a predominance of memories linked to a lack of affective support during childhood. The negative cognitions identified confirm a feeling of insecurity generated either by a failure of affective bond or helplessness towards the event. An alteration of self-esteem also emerges. Likewise, the present work also shows how psychotherapeutic care should consider narrowing the focus to traumatic experiences.