Using common diagnostic systems together with structured interviews to assess mental disorders has made it possible to compare diagnostic groups of mental disorders across countries. The implicit assumption is that the symptomatology of a particular disorder as defined by the Diagnostic and Statistical Manual of Mental Disorders (DSM-IV) will not vary between different countries. However, it is conceivable that there will be some variability in the symptom patterns. The present study examines if differences in depressive symptom patterns across European countries can be found and if there are different associations between symptoms and the latent construct depression. Data from 4025 individuals of the European Study of the Epidemiology of Mental Disorders (ESEMeD) project were analysed. Individuals were interviewed using the Composite International Diagnostic Interview (CIDI 3.0). Confirmatory factor analysis was used to examine the associations between depressive symptoms and the latent construct of depression in each country. The proportions of endorsed symptoms of depression showed only slight variation across European countries and only minor to moderate differences in the associations between depressive symptoms and the latent construct depression. The results demonstrated that in European countries using a fully structured and standardized interview based on European-American diagnostic concepts leads to similar results with regard to depressive symptom patterns.