This study examined the concurrent validity of the Zung Self-Rating Depression Scale (SDS) in relation to the Depression (D) scale of the Minnesota Multiphasic Personality Inventory–2 (MMPI-2) and addressed a gap in the literature with respect to diagnostic discrimination. The participants were persons on probation or parole. Although women were more depressed than men on the SDS, gender did not interact with SDS as a predictor in a logistic regression analysis. The SDS was found to be the primary discriminating variable in distinguishing depressed from nondepressed participants. In addition, the SDS contributed significant incremental validity over the D scale and showed greater accuracy in identifying nondepressed individuals.