Introduction: Three previous individual participant data meta-analyses (IPDMAs) reported that, compared to the Structured Clinical Interview for the DSM (SCID), alternative reference standards, primarily the Composite International Diagnostic Interview (CIDI) and the Mini International Neuropsychiatric Interview (MINI), tended to misclassify major depression status, when controlling for depression symptom severity. However, there was an important lack of precision in the results. Objective: To compare the odds of the major depression classification based on the SCID, CIDI, and MINI. Methods: We included and standardized data from 3 IPDMA databases. For each IPDMA, separately, we fitted binomial generalized linear mixed models to compare the adjusted odds ratios (aORs) of major depression classification, controlling for symptom severity and characteristics of participants, and the interaction between interview and symptom severity. Next, we synthesized results using a DerSimonian-Laird random-effects meta-analysis. Results: In total, 69,405 participants (7,574 [11%] with major depression) from 212 studies were included. Controlling for symptom severity and participant characteristics, the MINI (74 studies; 25,749 participants) classified major depression more often than the SCID (108 studies; 21,953 participants; aOR 1.46; 95% confidence interval [CI] 1.11–1.92]). Classification odds for the CIDI (30 studies; 21,703 participants) and the SCID did not differ overall (aOR 1.19; 95% CI 0.79–1.75); however, as screening scores increased, the aOR increased less for the CIDI than the SCID (interaction aOR 0.64; 95% CI 0.52–0.80). Conclusions: Compared to the SCID, the MINI classified major depression more often. The odds of the depression classification with the CIDI increased less as symptom levels increased. Interpretation of research that uses diagnostic interviews to classify depression should consider the interview characteristics.