Current measures for major depressive disorder focus primarily on the assessment of depressive symptoms, while often omitting other common features. However, the presence of comorbid features in the anxiety spectrum influences outcome and may effect treatment. More comprehensive measures of depression are needed that include the assessment of symptoms in the anxiety-depression spectrum. This study examines the reliability and validity of the Symptoms of Depression Questionnaire (SDQ), which assesses irritability, anger attacks, and anxiety symptoms together with the commonly considered symptoms of depression. Analysis of the factor structure of the SDQ identified 5 subscales, including one in the anxiety-depression spectrum, with adequate internal consistency and concurrent validity. The SDQ may be a valuable new tool to better characterize depression and identify and administer more targeted interventions.