Background: The Patient Health Questionnaire’s depression module (PHQ-9) is a widely used screening tool to assess depressive disorders. However, cross-linguistic and cross-cultural validation of the PHQ-9 is mostly lacking. This study investigates whether scores on the German and Turkish versions of the PHQ-9 are comparable. Methods: Data from Germans without a migration background (German version, n = 1670) and Turkish immigrants in Germany (either German or Turkish version, n = 307) were used. Differential Item Functioning (DIF) was assessed using Item Response Theory (IRT) models. Results: Several items of the PHQ-9 were found to exhibit DIF related to language or ethnicity, e.g. ‘sleep problems’, ‘appetite changes’ and ‘anhedonia’. However, PHQ-9 sum scores were found to be unbiased, i.e., DIF had no notable impact on scale levels. Conclusions: PHQ-9 sum scores can be compared between Turkish immigrants and Germans without a migration background without any adjustments, regardless of whether they complete the German or the Turkish version.