Background While standardized diagnostic interviews using established criteria are the gold standard for assessing depression, less time consuming measures of depression and depressive symptoms are commonly used in large population health surveys. We examine the prevalence and health-related correlates of three depression measures among adults aged 18-79 years in Germany. Methods Using cross-sectional data from the national German Health Interview and Examination Survey for Adults (DEGS1) (n=7987) and its mental health module (DEGS1-MH) (n=4483), we analysed prevalence and socio-demographic and health-related correlates of (a) major depressive disorder (MDD) established by Composite International Diagnostic Interview (CIDI) using DSM-IV-TR criteria (CIDI-MDD) in the last 12 months, (b) self-reported physician or psychotherapist diagnosed depression in the last 12 months, and (c) current depressive symptoms in the last two weeks (PHQ-9, score ≥10). Results Prevalence of 12-month CIDI-MDD was 4.2% in men and 9.9% in women. Prevalence of 12-month self-reported health professional-diagnosed depression was 3.8% and 8.1% and of current depressive symptoms 6.1% and 10.2% in men and women, respectively. Case-overlap between measures was only moderate (32-45%). In adjusted multivariable analyses, depression according to all three measures was associated with lower self-rated health, lower physical and social functioning, higher somatic comorbidity (except for women with 12-month CIDI-MDD), more sick leave and higher health service utilization. Limitations Persons with severe depression may be underrepresented. Associations between CIDI-MDD and correlates and overlap with other measures may be underestimated due to time lag between DEGS1 and DEGS1-MH. Conclusions Prevalence and identified cases varied between these three depression measures, but all measures were consistently associated with a wide range of adverse health outcomes.