The descriptive diagnostics constitute the first step, the base and the prerequisite for the psychodiagnostic process and the treatment of depression. Within the descriptive diagnostics, two approaches are distinguished, namely (1) the differentiation between dimensional and categorical levels of measurement and (2) the consideration of the influence of the applied method: questionnaire versus interview. Departing from these approaches, a review of the most widely used instruments on depression is given, with a focus on the reliability and validity of the dimensional depression instruments, based on the findings of our research group. The importance of the differentiation between dimensional and categorical levels of measurement can also be recognised within the discussion on quantitative/dimensional versus qualitative/categorical taxonomic views on depression. The Integrated Threshold Model, which integrates both the quantitative and the qualitative view on the classification of depressive disorders, is considered. By way of conclusion, a diagnostic multi level/modality/method strategy is discussed and a specific test battery, which can be particularly useful within a research context, is presented.