Abstract.A very important property of a statistical distribution is to know whether it obeys Gaussian statistics or not. On the one hand, it is of paramount importance in the context of CMB anisotropy studies, since deviations from a Gaussian distribution could indicate the presence of uncorrected measurement systematics, of remaining fluctuations contributed by foregrounds, of deviations from the simplest models of inflation or of topological defects. On the other hand, looking for a non-Gaussian signal is a very ill-defined task and performances of various assessment methods may differ widely when applied in different contexts. In previous studies, we introduced a sensitive wavelet-based method which we apply here to the COBE/DMR data set, already extensively studied, using different approaches. This provides an objective way to compare methods. It turns out that our multi-scale wavelet decomposition is a sensitive method. Yet, we show that the results are rather sensitive to the choice of both the decomposition scheme and the wavelet basis. We find that the detection of the non-Gaussian signature is "marginal" with a probability of at most 99%.