Clinical depression is one of the most common psychiatric disorders in adults, yet non-clinical depression in the community may go unnoticed, despite high prevalence rates and significant psychosocial impairment. The aim of the current study was to classify 1,226 individuals from a community sample on the basis of depression scores (using the Depression Anxiety Stress Scales, DASS) and to determine whether depression in a non-clinical sample differed significantly from healthy controls on a profile of multimodal measures. The data analyzed in this study included personality, emotional intelligence, cognition and psychophysiology. It was predicted that non-clinically depressed participants would differ from healthy controls on measures of personality (increased neuroticism; decreased extraversion), emotional intelligence (decreased), cognition (impairments in executive dysfunction and memory impairment), psychophysiology (increased resting-state, right-frontal activation; diminished skin conductance) after controlling for gender, age, handedness and years of education. Findings provide support for the majority of hypotheses, though no evidence was found for memory impairment or frontal hemispheric asymmetry. Longitudinal studies are needed to determine the extent to which of these findings will have utility for the prediction of depression onset and treatment response/non-response.