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Introduction: Early identification of psychological distress and depression is important to optimise the quality of life in patients with advanced non-small cell lung cancer (NSCLC). The prevalence of depression may vary, depending on the time since diagnosis of cancer, results of the treatment and the prognosis. The purpose of this study was to compare the efficacy of a self-administered screening tool (Hospital Anxiety and Depression Scale (HADS)) with a health professional administered tool (Montgomery-Asberg Depression Rating Scale (MADRS)) and to explore the variability of major affective symptoms in patients with unresectable lung cancer during the initial 7-8 weeks of chemotherapy treatment for their illness., Material and Methods: Patients with newly diagnosed unresectable lung cancer were screened on four occasions for anxiety and depressive symptoms simultaneously using the self-rated HADS and the MADRS administered by a psycho-oncologist or a trained research associate. The first assessment was done within 1 week of diagnosis and was repeated on 3 occasions during the initial 2 cycles of chemotherapy., Results: Forty-nine patients, aged 38-82 years (median age 63 years) were enrolled. All patients had advanced NSCLC (stages 3A, 3B and 4) and 61% (30 patients) had an ECOG performance status (PS) of 1 or greater. The point prevalence of depression measured by an interviewer using the MADRS at visits 1-4 was 49%, 51%, 47%, and 41%, respectively. The point prevalence of self-reported depression (HADS) was significantly (p < 0.001) lower at each assessment point (18%, 20%, 6%, 12%) compared to health professional detected depression (MADRS). Although MADRS and HADS showed very strong (Pearson's correlation = 0.8) and significant (p < 0.001) correlation, the concordance rate in identifying the same cases of depression was only 54%. CLINICAL IMPLICATION AND CONCLUSION: The prevalence of depression among advanced lung cancer patients is high and varies very little during the first 2 cycles of chemotherapy. Among a variety of tools available for the screening of depression, a semi-structured interview is more effective at identifying clinically significant depression than a self-administered questionnaire.