OBJECTIVE: To compare self-ratings of depressed mood in middle-aged and older adults in the United States and nine European countries after adjustment by anchoring vignettes. METHOD: Samples were drawn from three large surveys of middle-aged and older adults: the U.S. Health and Retirement Study, the English Longitudinal Study of Aging (ELSA), and the Survey of Health, Ageing and Retirement in Europe. Self-ratings of depressed mood were compared across countries before and after adjustment by anchoring vignettes depicting cases with different levels of depressed mood. RESULTS: Compared with Europeans as a group, Americans rated both the cases presented in the vignettes and themselves as more depressed. However, after adjustment by vignette ratings, Americans appeared to be less depressed than their counterparts in all but two European countries. DISCUSSION: Cultural differences in mental health norms reflected in vignette rating may partly explain between-country differences in self-reported depressive symptoms and perhaps other psychiatric complaints.