While the gold standard for the diagnosis of mental disorders remains the structured clinical interview, self-report measures continue to play an important role in screening and measuring progress, as well as being frequently employed in research studies. Two widely-used self-report measures in the area of depression and anxiety are Zung’s Self-Rating Depression Scale (SDS) and Self Rating Anxiety Scale (SAS). However, considerable confusion exists in their application, with clinical cut-offs often applied incorrectly. This study re-examines the credentials of the Zung scales by comparing them with the Depression Anxiety Stress Scale (DASS) in terms of their ability to predict clinical diagnoses of anxiety and depression made using the Patient Health Questionnaire (PHQ).