Identifying major depressive disorders in substance abusers is difficult, and the DST and TRH tests have held some promise for making this diagnosis. Studies in alcoholics have been contradictory, but two recent studies using the DST in opiate addicts and the TRH in cocaine abusers may be relevant to clinical practice and future studies. The DST was positive more often in opiate addicts with major depressive disorders than in addicts without this disorder, but the TSH test had many false positives in non-depressed cocaine abusers. Several factors other than depressive disorders may have accounted for these respectively encouraging and discouraging results, and these factors are described in order to design more focused studies. These factors include blinding of clinical raters, using inpatient versus outpatient populations, timing of the testing, and type of opioid used before detoxification and DST testing.