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This study aimed to (a) assess relationships between the Children's Depression Inventory (CDI) and "DSM"-oriented depression and anxiety scales of the Youth Self Report, (b) develop reliable norms for the CDI, and (c) determine CDI cutoff scores for selecting youngsters at risk for depression and anxiety. A total of 3,073 nonclinical and 511 clinically referred children and adolescents from The Netherlands and Belgium were included. Results showed that CDI scores were significantly related to "DSM"-oriented symptoms of both depression and anxiety. CDI scores correlated highly with depression symptoms and moderately with anxiety symptoms. Norms for the CDI were determined by means of multiple regression analysis and depended on sex, age, and country. CDI cutoff scores for selecting individuals at risk for depression and anxiety as measured by the "DSM"-oriented depression and anxiety scales of the Youth Self Report were determined by means of multiple regression analysis and receiver operating characteristic analysis. A CDI score of 16 was found to have the most optimal balance between sensitivity and specificity for depression, whereas a score of 21 provided the best sensitivity and specificity for anxiety in a subsample of children. We conclude that the CDI is an effective instrument for screening depression and to a lesser extent anxiety in primary and secondary care centers, before applying further assessment of high-risk individuals. (Contains 6 tables and 2 figures.)