Separate lines of research using select study groups have identified both broad (neuroticism, extraversion) and specific (self-criticism, interpersonal dependency) personality dimensions associated with major depression. The current study sought to extend research on personality and depression to a large, nationally representative sample. Participants were from the National Comorbidity Survey Part II (N = 5,877). A detailed psychosocial battery that included items from established indices of neuroticism, extraversion, self-criticism, and three facets of interpersonal dependency was administered to all respondents. Separate regression analyses indicated that each of the personality dimensions was significantly associated with lifetime major depression. In a hierarchical multivariate regression analysis that controlled for sociodemographic variables, history of anxiety disorders, alcohol or substance abuse or dependence, dysthymic disorder, and current emotional distress, self-criticism was the only personality dimension that remained significantly associated with major depression. The inclusion of self-criticism also significantly improved the overall statistical model. Results from this nationally representative mental health survey indicate that self-criticism is robustly associated with major depression. In contrast, several other personality dimensions may be associated with major depression because of shared variance with psychiatric history and current emotional distress.