Background: To examine the validity of screening and case-finding tools used in the identification of depression as defined by an ICD10/DSM-IV criterion standard. Methods: We identified 63 studies involving 19 tools (in 33 publications) designed to help clinicians identify depression in cancer settings. We used a standardized rating system. We excluded 11 tools without at least two independent studies, leaving 8 tools for comparison. Results: Across all cancer stages there were 56 diagnostic validity studies (n = 10,009). For case-finding, one stem question, two stem questions and the BDI-II all had level 2 evidence (2a, 2b and 2c respectively) and given their better acceptability we gave the stem questions a grade B recommendation. For screening, two stem questions had level 1b evidence (with high acceptability) and the BDI-II had level 2c evidence. For every 100 people screened in advanced cancer, the two questions would accurately detect 18 cases, while missing only 1 and correctly reassure 74 with 7 falsely identified. For every 100 people screened in non-palliative settings the BDI-II would accurately detect 17 cases, missing 2 and correctly re-assure 70, with 11 falsely identified as cases. The main cautions are the reliance on DSM-IV definitions of major depression, the large number of small studies and the paucity of data for many tools in specific settings. Conclusions: Although no single tool could be offered unqualified support, several tools are likely to improve upon unassisted clinical recognition. In clinical practice, all tools should form part of an integrated approach involving further follow-up, clinical assessment and evidence based therapy.