We introduce the notion of the depth of a finite group G, defined as the minimal length of an unrefinable chain of subgroups from G to the trivial subgroup. In this paper we investigate the depth of (non-abelian) finite simple groups. We determine the simple groups of minimal depth, and show, somewhat surprisingly, that alternating groups have bounded depth. We also establish general upper bounds on the depth of simple groups of Lie type, and study the relation between the depth and the much studied notion of the length of simple groups. The proofs of our main theorems depend (among other tools) on a deep number-theoretic result, namely, Helfgott’s recent solution of the ternary Goldbach conjecture.