Data from an international study of psychological problems in primary care were examined for evidence of increasing depression risk. At 15 sites, patients aged 15-65 (n = 26,421) were screened with the GHQ-12 and a stratified random sample (n = 5603) selected for psychiatric assessment (Composite International Diagnostic Interview). Initial analyses agreed with earlier cross-sectional studies, finding higher depression risk and earlier onset in recent birth cohorts. Additional analyses suggested that methods effects may explain these findings. First, apparent prevalence increases were nonspecific with similar trends seen across all study sites and for all disorders examined. Second, reporting patterns suggested significant under-counting of past depressive episodes. Respondents of all ages typically reported first onset of depression during the last 5 years. Reported lifetime prevalence was only 2.02 times current prevalence. These findings suggest that depression risk is not rapidly increasing and that true lifetime prevalence is much higher than estimated by cross-sectional surveys.