<b><i>Background:</i></b> Screening for major depression with the Patient Health Questionnaire-9 (PHQ-9) can be done using a cutoff or the PHQ-9 diagnostic algorithm. Many primary studies publish results for only one approach, and previous meta-analyses of the algorithm approach included only a subset of primary studies that collected data and could have published results. <b><i>Objective:</i></b> To use an individual participant data meta-analysis to evaluate the accuracy of two PHQ-9 diagnostic algorithms for detecting major depression and compare accuracy between the algorithms and the standard PHQ-9 cutoff score of ≥10. <b><i>Methods:</i></b> Medline, Medline In-Process and Other Non-Indexed Citations, PsycINFO, Web of Science (January 1, 2000, to February 7, 2015). Eligible studies that classified current major depression status using a validated diagnostic interview. <b><i>Results:</i></b> Data were included for 54 of 72 identified eligible studies (<i>n</i> participants = 16,688, <i>n</i> cases = 2,091). Among studies that used a semi-structured interview, pooled sensitivity and specificity (95% confidence interval) were 0.57 (0.49, 0.64) and 0.95 (0.94, 0.97) for the original algorithm and 0.61 (0.54, 0.68) and 0.95 (0.93, 0.96) for a modified algorithm. Algorithm sensitivity was 0.22–0.24 lower compared to fully structured interviews and 0.06–0.07 lower compared to the Mini International Neuropsychiatric Interview. Specificity was similar across reference standards. For PHQ-9 cutoff of ≥10 compared to semi-structured interviews, sensitivity and specificity (95% confidence interval) were 0.88 (0.82–0.92) and 0.86 (0.82–0.88). <b><i>Conclusions:</i></b> The cutoff score approach appears to be a better option than a PHQ-9 algorithm for detecting major depression.