A significant challenge in the culturally sensitive use of psychological and psychiatric instruments for depression is “bias”. Bias means that there is a lack of equivalence: Variation in the score is a result not of variation in the disorder or presence of the symptom in question but rather is due to “cultural factors”. Construct bias is perhaps the most complex of all, and is related to the very manner in which depression is understood. Psychological and psychiatric diagnostic and screening instruments delimit the very “nature” of depression, and fall prey to both false positives and false negatives when assessing individuals from cultures in which the experience and expression of depression is distinct from that found in the West. Equally complex are both method and item bias. In the former, the very method used—for example, a horizontal Likert-like scale—is responded to differentially across cultures, thus resulting in variance that is due not to variations in the presence of symptom but rather the manner of response. Item bias occurs when the item in question is understood in different ways in different cultures. Finally, there is concern about basic issues surround norms, cut-off scores and the like, in as much as the lack of equivalence indicates that results must be interpreted in accordance with population specific norms. Depression diagnostic and screening instruments and their items will be selectively reviewed to demonstrate the presence of bias, and concrete suggestions will be presented to achieve a more culturally sensitive assessment process.