Objectives Depression symptomatology is highly prevalent in patients with chronic pain, but accurate identification of major depression may be challenged due to time constraints and diagnostic interviews are therefore not routinely performed in clinical practice. Assessment of depression may be facilitated through the use of full-length depression screening questionnaires with acceptable construct validity and test-retest reliability. However, as previously indicated screening questionnaires may overestimate depression in patients with chronic pain, possibly due to overlapping symptoms. However, the failure to screen for depression may raise a concern for missing relevant cases with depression. The objectives of this study were to (1) quantify the validity of the 9-items Patient-Health Questionnaire (PHQ9) and the Major Depression Inventory (MDI) compared with a diagnostic interview in patients with chronic pain seeking specialist pain treatment, and (2) assess the relative test-retest reliability of PHQ9 and MDI over two weeks. Methods Responses to the PHQ9 and MDI were compared with a Present-State-Examination (PSE) interview in 99 patients with chronic pain referred to interdisciplinary pain treatment. PHQ9 and MDI were completed twice over two weeks. Construct validity were assessed with the area under the curve (AUC) analysis, and performance characteristics derived from 2 × 2 contingency tables in which scores on the screening questionnaires were dichotomized and compared with the classification of clinical depression based on the diagnostic interview. Relative test-retest reliability was assessed with intraclass correlation coefficients (ICC). Results Based on the PSE interview, the prevalence of depression was 22.2%, and according to the PHQ9 and MDI questionnaires the prevalence was 26.3 and 34.3%, respectively. Compared with the diagnostic PSE, the PHQ9 and MDI questionnaires had areas under the curve of 0.83 and 0.88, respectively. Both questionnaires had high negative predictive values (PHQ9: cut-off of 11; MDI: cut-off of 26), but low positive predictive values for all possible scores. ICC values were excellent. Conclusions The PHQ9 and MDI questionnaires reliably identified chronic pain patients unlikely to have clinical depression, but showed limited validity identifying patients with clinical depression. These preliminary results may have clinical implications in depression screening in patients with chronic pain seeking specialist pain treatment. Clinicians in a specialty care pain clinic can use these screening questionnaires to identify patients without depression, but caution should be used when positive cases are identified by PHQ9 or MDI due to the risk of false positives.