Objective: This study aimed to determine the incremental validity of the Minnesota Multiphasic Personality Inventory, Second Edition (MMPI-2), relative to the Beck Depression Inventory-Second Edition (BDI-II) in the detection of depressive symptoms in neurological patients. An additional aim was to determine whether over-reporting and under-reporting as measured by the MMPI-2 validity scales, predicted BDI-II scores. Method: The sample comprised 406 consecutive participants seen for neuropsychological assessment. The sample was divided into two subsamples for analysis, a heterogeneous neurosciences sample and a seizure disorders sample. Rates of elevated scores were compared and the prevalence of over-reporting and under-reporting by subsample was also examined. Results: A total of 31.8% participants were classified as depressed by both the BDI-II and the MMPI-2 Scale 2 and 38.2% participants were classified as not depressed by both tools. However, the BDI-II missed a total of 24.4% cases of elevated depressive symptoms detected by MMPI-2 Scale 2, whereas Scale 2 only missed 5.7% of depressed cases detected by the BDI-II. Depression rates did not vary significantly by subsample. Over-reporting and under-reporting rates were similar for both subsamples. Multiple linear regression showed MMPI-2 depression (Scale 2) and over-reporting of symptoms (scale Fb) predicted BDI-II scores in both subsamples. Under-reporting of symptoms (scales L) was found to be a significant predictor of BDI-II scores in the seizure disorders sample. Conclusions: If only the BDI-II is used to screen for depression, there is a risk of misclassification errors as BDI-II scores are influenced by over-reporting and under-reporting of symptoms.