Depression is a common co-morbid disorder in substance use disorder (SUD) patients. Hence, valid instruments are needed to screen for depression in this subpopulation. In this study, the predictive validity of the Depression, Anxiety and Stress Scale (DASS-21) for the presence of a depressive disorder was investigated in SUD inpatients. Furthermore, differences between DASS-21 scores at intake and those recorded one week after inpatient detoxification were assessed in order to determine the measurement point of the assessment of the DASS-21 leading to the best predictive validity. The DASS-21 was administered to 47 patients at intake and shortly after inpatient detoxification. The results of the DASS-21 were compared to the Mini International Neuropsychiatric Interview (MINI), which served as the gold standard. Levels of sensitivity and specificity of 78–89% and 71–76% were found for the DASS-21 assessed after detoxification, satisfactorily predicting depression as diagnosed with the MINI. Total DASS-21 scores as well as the DASS subscale for depression were significantly reduced at the second measurement, compared to the DASS at intake. We conclude that the DASS-21 may be a suitable instrument to screen for depressive disorders in SUD patients when administered (shortly) after detoxification. Future research is needed to support this conclusion.