There has been an increased awareness of the existence of depression in children and adolescents and an understanding of its effects. As a result, many studies have focused on this area in terms of understanding its aetiology, developing effective treatments, and developing effective assessment measures. A popular method of assessment is the self-report measure. Specifically, one of the most widely used measures for the screening of depression is the Children's Depression Inventory (CDI). On the whole, the internal consistency, test-retest reliability, discriminative validity, predictive validity, and the concurrent validity of the CDI have been found to be acceptable to good. However, the construct validity of the measure, as assessed by exploratory factor analysis (EFA) and confirmatory factor analysis (CFA), is more contentious. EFA studies conducted in both normative and clinical samples have reported different factor models to the original factor model. CFA studies have only been conducted in normative samples, and have found a poor fit for the original factor model. The need for more research, especially studies that utilise the confirmatory factor approach, is highlighted. Specifically, the importance of adding to the CDI literature with reference to clinical samples is emphasised.