Depression is a significant symptom for many palliative care patients, but is difficult to diagnose and therefore treat. In an effort to improve detection, there has been increasing interest in the use of screening tools. Many tools, however, have been developed for physically well patients and it is important that tools are validated for the populations in which they are used. The present study was carried out on behalf of the Association of Palliative Medicine, Science Committee, to assess the available evidence for using screening tools in palliative care. The single question 'Are you depressed?' was the tool with the highest sensitivity and specificity and positive predictive value. Where the Hospital Anxiety and Depression Scale and the Edinburgh Depression Scale are used, the validated cut-off thresholds for palliative care patients should be employed. Patients who report thoughts of self-harm or suicide need prompt assessment and evaluation.