The purpose of this study was to evaluate whether five select scales of the MMPI-A (F, Scale 2, A-dep, A-lse, and A-aln) are predictive of a diagnosis of a major depressive episode according to the current DSM-IV-TR criteria. Participants were 90 girls and 58 boys in a clinical psychiatric setting. The study examined two separate hypotheses across the five scales. The first set of hypotheses tested whether a significant T-score on each of the five scales would predict a diagnosis of a major depressive episode in clinical adolescents. The second set of hypotheses attempted to step away from the constraints of diagnostic and statistical cut-off criteria and evaluated the ability of discrete T-scores of the MMPI-A in predicting the number of symptoms of a major depressive episode in clinical adolescents. Results indicated that none of the five scales were predictive of a diagnosis of a major depressive disorder in clinical adolescents. All but one scale (Scale 2) was significant in its ability to predict the number of depressive symptoms in clinical adolescents. Implications of this study include the need for a better diagnostic criteria for adolescent depression as well as re-evaluating the cut-off criteria of scales on the MMPI-A. Directions for future research are also discussed.