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To validate standard self‐report questionnaires for depression screening in patients with rheumatoid arthritis (RA) and compare these measures to one another and to the Montgomery‐Åsberg Depression Rating Scale (MADRS), a standardized structured interview. In 9 clinical centers across Germany, depressive symptomatology was assessed in 262 adult RA patients at baseline (T0) and at 12 ± 2 weeks followup (T1) using the World Health Organization 5‐Item Well‐Being Index (WHO‐5), the Patient Health Questionnaire (PHQ‐9), and the Beck Depression Inventory II (BDI‐II). The construct validity of these depression questionnaires (using convergent and discriminant validity) was evaluated using Spearman's correlations at both time points. The test–retest reliability of the questionnaires was evaluated in RA patients who had not undergone a psychotherapeutic intervention or received antidepressants between T0 and T1. The sensitivity and the specificity of the questionnaires were calculated using the results of the MADRS, a structured interview, as the gold standard. According to Spearman's correlation coefficients, all questionnaires met convergent validity criteria (ρ > |0.50|), with the BDI‐II performing best, while correlations with age and disease activity for all questionnaires met the criteria for discriminant validity (ρ < |0.50|). The only questionnaire to meet the predefined retest reliability criterion (ρ ≥ 0.70) was the BDI‐II (rs= 0.77), which also achieved the best results for both sensitivity and specificity (>80%) when using the MADRS as the gold standard. The BDI‐II best met the predefined criteria, and the PHQ‐9 met most of the validity criteria, with lower sensitivity and specificity.