Abstract Objective. Screening for a major depressive episode (MDE) in high-risk groups of patients within the primary care setting has been suggested by several Central Health Organizations. The objective of this study was to investigate whether patients rated as "psychiatric cases" by their general practitioner (GP) were likely to suffer from MDE and therefore qualified for systematic diagnostic screening. Design. Cross-sectional survey of primary care patients assessed through depression screening questionnaires and GP consultations. Setting. A total of 676 general practices in Denmark, Finland, Norway, and Sweden. Subjects. A total of 8879 unselected primary care patients. Main outcome measures. Sensitivity, specificity, and Youden Index of the GPs' diagnoses of depression and psychiatric caseness versus patients' MDE status. Results. The proportion of primary care patients receiving a false-positive diagnosis of depression by their GP ranged from 12.4% to 25.2% depending on country. The corresponding numbers for the false-negative diagnoses were 0.5-2.5%. Among patients with MDE, GPs recognize the disease in 56-75% of cases. However, GPs recognize as many as 79-92% of patients with MDE as "psychiatric cases". Conclusions. This report confirms that misclassifications of MDE are common in the primary care setting. In addition, it shows that psychiatric caseness is a valid marker for the presence of MDE in primary care patients. This relationship should be considered in future screening recommendations.