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Background Diagnosing major depressive disorder (MDD) is challenging, with diagnostic manuals failing to capture the wide range of clinical symptoms that are endorsed by individuals with this condition. Objective This study aims to provide evidence for an extended definition of MDD symptomatology. Methods Symptom data were collected via a digital assessment developed for a delta study. Random forest classification with nested cross-validation was used to distinguish between individuals with MDD and those with subthreshold symptomatology of the disorder using disorder-specific symptoms and transdiagnostic symptoms. The diagnostic performance of the Patient Health Questionnaire–9 was also examined. Results A depression-specific model demonstrated good predictive performance when distinguishing between individuals with MDD (n=64) and those with subthreshold depression (n=140) (area under the receiver operating characteristic curve=0.89; sensitivity=82.4%; specificity=81.3%; accuracy=81.6%). The inclusion of transdiagnostic symptoms of psychopathology, including symptoms of depression, generalized anxiety disorder, insomnia, emotional instability, and panic disorder, significantly improved the model performance (area under the receiver operating characteristic curve=0.95; sensitivity=86.5%; specificity=90.8%; accuracy=89.5%). The Patient Health Questionnaire–9 was excellent at identifying MDD but overdiagnosed the condition (sensitivity=92.2%; specificity=54.3%; accuracy=66.2%). Conclusions Our findings are in line with the notion that current diagnostic practices may present an overly narrow conception of mental health. Furthermore, our study provides proof-of-concept support for the clinical utility of a digital assessment to inform clinical decision-making in the evaluation of MDD.