Irritability is a diagnostic symptom of child-adolescent but not adult major depressive disorder (MDD) in both the DSM-IV and ICD-10 systems. We explore the importance of irritability for sub-typing adult DSM-IV MDD in the National Comorbidity Survey Replication (NCS-R), a national US adult household survey. The WHO Composite International Diagnostic Interview (CIDI) was used to assess prevalence of many DSM-IV disorders in the lifetime and in the year before interview (12-month prevalence). MDD was assessed conventionally (i.e., requiring either persistent sadness or loss of interest), but with irritability included as one of the Criterion A symptoms. We also considered the possibility that irritability might be a diagnostic symptom of adult MDD (i.e., detect cases who had neither sad mood nor loss of interest). Twelve-month MDD symptom severity was assessed with the Quick Inventory of Depressive Symptomatology and role impairment with the Sheehan Disability Scale. After excluding bipolar spectrum disorders, irritability during depressive episodes was reported by roughly half of respondents with lifetime DSM-IV MDD. Irritability in the absence of either sad mood or loss of interest, in comparison, was rare. Irritability in MDD was associated with early age-of-onset, lifetime persistence, comorbidity with anxiety and impulse-control disorders, fatigue and self-reproach during episodes, and disability. Irritability was especially common in MDD among respondents in the age range 18–44 and students. Further investigation is warranted of distinct family aggregation, risk factors, and treatment response. Consideration should also be given to including irritability as a non-diagnostic symptom of adult MDD in DSM-V and ICD-11.