Most taxometric studies of depressive constructs have drawn indicators from self-report instruments that do not bear directly on the Diagnostic and Statistical Manual of Mental Disorders, 4th edition (DSM-IV) diagnostic construct of major depressive disorder (MDD). The present study examined the latent structure of MDD using indicator sets constructed from a semistructured clinical interview, self-report questionnaires, and a combination of the two. Taxometric analyses were performed in a large sample of outpatients with primary mood or anxiety disorders. For clinical rating data, results were more consistent with taxonic than dimensional structure, an interpretation supported by additional data obtained from 27 independent raters and objective indices of curve fit. Questionnaire indicators yielded inconclusive results, and combined rating- questionnaire indicators yielded results suggestive of taxonic structure. The findings highlight the importance of assessment in the study of a construct's latent structure and extend recent findings suggesting that MDD may be taxonic.