The present paper represents an investigation in the procedure to validate a new questionnaire (Salzburg Subjective Behavioural Analysis, SSBA). This questionnaire is based on a new approach to the diagnosis of depressive behaviour. It is hypothesized that a patient suffering from a depressive disorder loses the ability to produce one or more modes of behaviour at a given time and simultaneously has the urge to produce one or more modes of behaviour constantly. Although the patient is capable of describing this behavioural disorder, he/she is unable to interpret it confidently. This inability of interpretation of depressive behaviour assessed with the SSBA may represent a special kind of cognitive impairment in depression that is tested in conducting an analysis of confidence. The analysis of confidence shows that the capability of interpretation in the patient group is significantly impaired. Finally, a discriminant analysis allows to differentiate between depressive behaviour and normal behaviour based on the questionnaire.