Diagnosing depression in cancer patients has been challenging because the diagnostic criteria include somatic symptoms frequently attributed to the cancer itself or its treatment. However, few studies have explored how to appropriately deal with individual somatic symptoms. The authors used data from 220 cancer patients with major depression to examine the intercorrelations among the DSM-IV somatic and nonsomatic symptom criteria as well as whether the presence of an individual somatic symptom could discriminate the severity of major depression. Appetite changes and a diminished ability to think were positively associated with anhedonia. Sleep disturbance and fatigue were not significantly associated with nonsomatic symptoms. These associations were consistent after adjusting for physical functioning and pain. Only patients with appetite changes showed a higher severity of depression. These results suggest that individual somatic symptoms differ in nature and that appetite-related symptoms and a diminished ability to think may be useful for diagnosing depression in cancer patients, whereas sleep disturbances and fatigue may not be as useful.