In 2000 the World Health Organisation named depression as the fourth leading contributor to the global burden of disease and predicted that by 2020 it would rise to second place. I suppose WHO didn't mean it to sound like a target to be aimed for, but we seem to be rising to the challenge in any case.

A new survey from the European College of Psychopharmacology, a meta-analysis of a gathered mass of earlier research, reports that a staggering 164.8 million Europeans – 38.2% of the population – suffer from a mental disorder in any year. As well as depression, this includes neural disorders such as dementia and Parkinson's; childhood problems from ADHD to "conduct disorder"; and the leading anxiety disorders – everything from panic attacks to obsessive-compulsive disorder to shyness. Depression and anxiety, they tell us, are disproportionately women's ailments. Men, it seems, become alcoholics (another illness category) rather than depressives, particularly in eastern Europe.

Such reports are worrying. They may draw attention to a rising toll of human suffering, but they pinpoint the imperialising tendency of the mental health sector. Our ills and unhappiness are squeezed into a package labelled "disorder" and an ever-proliferating assortment of supposedly objective diagnostic categories. A cure is somehow promised, though it rarely seems to come, certainly not for everyone or for ever.

In talking to the press or drafting press releases, researchers often extrapolate from their material in order to create good copy. The notion that women are somehow more prone to mental illness often emerges – as it did in the Daily Telegraph's headline on this survey.

According to Hans-Ulrich Wittchen, one of the report's authors, the reason women suffer nearly twice as much depression and anxiety disorders as men lies in the changing social pattern in which women take on work on top of marriage and children. So stay home, ladies, and you'll be as happy as apple pie; though in the 50s when we stayed home to bake it, the doctors gave us Miltown and Valium to help us take pain-free care of hubby and the young ones

On the subject of women's greater susceptibility, it's just as well to remember that women go to doctors far more than men, for all kinds of ills: indeed the way the stats add up, women's greater incidence of mental ills just about equals their greater number of visits to the doctors. If men went to doctors as often as they go to the pub, it's a fair guess that their unhappiness would be represented as depression or anxiety as well.

One of the many things that became clear to me as I was working on Mad, Bad and Sad, my book on the rise and rise of the mind-doctoring professions over the last 200 years, is that classifications of mental disorder are hardly absolutes. They are far more often constructs that mirror their time's aspirations and ways of understanding. They may reflect subjective experience, but only insofar as we can prod and organise our inchoate inner lives to fit pre-existing psychiatric tick lists.

Useful tools for statisticians, the classifications are also useful to public health administrators, insurance companies, lobbying bodies, or pharmaceutical companies who need "homogeneous populations" on whom to carry out drug trials. But I remain to be convinced that these proliferating classifications help individuals find relief – except, of course, that momentary relief from giving an expert name to what may feel like an intractable set of problems.

Over the last 40 years The Diagnostic and Statistical Manual of Mental Disorders – the bible of the psychiatric professions – has spawned more and more diagnostic categories, "inventing" disorders along the way and radically reducing the range of what can be construed as normal or sane. Meanwhile Big Pharma, feeding its appetite for profits and ours for drugs, has gained an ever greater hold over our mental and emotional lives, medicalising normality.

The more studies that come along to tell us about the rise in mental illness, the more we fit our problems and unhappiness into a category of mental disorder, developing symptoms to take to the doctor in search of a cure. Humans are suggestible creatures. And doctors like to help: they provide the pills Big Pharma recommends, though many must now know that research has shown placebos can work just as well and with fewer side effects.

If doctors – rather than politicians or teachers or priests or friends and family – are to be the guardians of our wellbeing, then doctors really should be provided with new kinds of "treatments" for their patients. Psycho and group therapy could, of course, be rolled out, and not just of the 10-week variety: anything that builds up the individual's inner resources and allows emotions to be reflected on can't be bad.

But doctors could recommend group running for depression, proved to have far better effects than SSRIs. Reading groups, too, offer a definite lift. Mentors for those on street drugs rather than the legit kind could be provided. As for women, more free childcare, after-school clubs and husbands who take days off to go to the doctor with the kids (or sort out that drinking problem) would lift a depressed mood wonderfully. Then there's poverty, terrible schools … could the NHS take those on as well?