This study attempted to assess the performance of several screening instruments for adjustment disorders (ADs) and major depression (MD) among terminally ill Japanese cancer patients. Two hundred and nine consecutive patients were assessed for ADs and MD using a structured clinical interview at the time of their registration with a palliative care unit, and two single-item interviews ("Are you depressed?" and "Have you lost interest?") and the Hospital Anxiety and Depression Scale (HADS) were administered. Screening performance was investigated by calculating sensitivity, specificity, the positive predictive value, negative predictive value, likelihood ratio, and stratum-specific likelihood ratios. When the screening target included both an AD and MD, the HADS is a more useful screening method than the single-item interviews. Regarding screening for MD, both single-item interviews and the HADS possess useful screening performance. Different screening instruments may be recommended depending on the depressive disorders and specific populations.