Despite the high prevalence of depression and other mental illnesses in autistic adults, screening instruments such as the Patient Health Questionnaire (PHQ-9) have not been specifically validated in an autistic sample. Using data from two Autism CRC longitudinal studies (n = 581), confirmatory factor analysis supported the two-factor model (somatic and cognitive/affective) in the autistic sample and one-factor model in the community comparison sample. Confirmatory bifactor analysis also supported use of the PHQ-9 total score in autism. Good convergent validity was found with two measures of psychological well-being for PHQ-9 total and subdomain scores. The PHQ-9 is a useful tool for autism research allowing comparison across autistic and non-autistic participants.