This study aimed to examine the validity of the Edinburgh Postnatal Depression Scale (EPDS) as a screening tool for depression in late pregnancy among Nigerian women. A total of 182 women in late pregnancy (32-36 weeks) completed either the English or the translated Yoruba language version of the EPDS and a proportion of them were then assessed for the presence of DSM-IV major and minor depressive disorders using the MINI International Neuropsychiatric Interview. A cut-off score of 10 on the EPDS was found to be the best for screening for both major and minor depression (sensitivity = 0.867, specificity = 0.915, Diagnostic Likelihood Ratio for a positive result = 10.200). When screening for major depression only, a cut-off of 12 was found to the most appropriate (sensitivity = 1.000, specificity = 0.961, Diagnostic Likelihood Ratio for a positive result = 25.641). The EPDS is a valid and useful instrument in screening for depression in late pregnancy among Nigerian women.