This paper is concerned with whether an instrument developed in the U.S. may identify lower rates of major depression among Chinese, because its content may not cover culture-specific symptoms of depression. Data were obtained from approximately 952 Anglo and Chinese American middle school students, aged 10 to 17 years, in the Teen Life Changes Survey conducted in the spring of 1994. We investigated the hypothesis that rates of missing values would be higher, the mean score for total depression items would be lower, and internal consistency reliability and construct validity of the DSM Scale for Depression (DSD) would be lower for Chinese American adolescents compared with Anglo American adolescents. We also examined whether response functions on the DSD item would differ for these two groups. Only the latter was observed. Five of 26 items in the DSD exhibited differential functioning between Anglo and Chinese students. The results suggest that the lower prevalence of depression was not due to the ethnocentric character of the instrument in the Chinese sample. Stronger immunity to depression or other cultural factors may contribute to the lower rate of depression for the Chinese American adolescents in the Teen Life Changes study.