This population-based study focused on the validity of the Patient Health Questionnaire-9 (PHQ-9) for screening major depressive episodes in the general population in Pelotas, Rio Grande do Sul State, Brazil. Households were selected by multi-stage sampling, and adults (> 20 years) were invited to participate. The gold standard was the structured diagnostic Mini International Neuropsychiatric Interview (MINI), applied by psychiatrists and psychologists. Both the PHQ-9 and the MINI were applied in the subjects' homes. In a total of 447 participants (191 men and 256 women), the continuous analysis identified > 9 as the cutoff point with the highest sensitivity (77.5%; 61.5-89.2) and specificity (86.7%; 83.0- 89.9). Use of the test's algorithm decreased the sensitivity to 42.5% (27.0-59.1), while the specificity increased to 95.3% (92.8-97.2). The PHQ-9 proved appropriate for screening major depressive episodes. For greater sensitivity, the continuously scored PHQ-9 proved more adequate than the algorithm for screening major depressive episodes in the community.