Social robot co-design requires aiding users as they imagine these novel devices within their everyday lives and enabling designers to understand and address users’ experiences. This paper presents the exploratory development and evaluation of a role-playing game aimed at identifying the desired features and uses of a social robot that can assist people diagnosed with depression. Participants (n = 16) played the game as a character with depression, designed a companion robot for that character, and chose reactions to daily challenges. Though participants initially selected robot capabilities based on their own needs, after the game they identified alternative designs that would better address daily challenges faced by individuals with depression. We discuss aspects of the game that allowed participants to understand how various robot characteristics can address the experience of depression and suggest how role-playing games can support users and designers in identifying beneficial features and uses of emerging robotic technologies.