Depression is a frequent symptom in palliative care patients but is often not diagnosed. In the U.K., the majority of patients with advanced cancer are referred to a clinical nurse specialist (CNS) whose remit includes the assessment of psychological symptoms and depression. Clinical nurse specialists have a key role in the diagnosis and management of patients with depression and it is important that they have the skills to do so. A postal questionnaire of all U.K. hospital, hospice, and community palliative care clinical nurse specialist teams was carried out to determine how they assessed depression in their patients. The response rate was 40%. Seventy-nine percent of all clinical nurse specialists believed their skills were poor in this area, and 92% felt they required further training. These beliefs were substantiated by the difficulties nurses encountered in assessing depression and by their beliefs regarding antidepressant medication. Clinical nurse specialists have a pivotal role in improving the detection and management of depression in palliative care patients, and require further training in this area.