The latent structure of psychopathology is one of the fundamental issues in psychopathology research and one which has caused considerable and prolonged debate. To determine the latent structure of depression in the Chinese population, taxometric procedures were used to evaluate the latent structure of depressive symptoms as assessed using the Center for Epidemiologic Studies Depression Scale (CES-D). Four indicators were included: (1) depressed mood, (2) positive affect, (3) somatic, and (4) interpersonal symptoms. Participants were 6,132 individuals from a general population-based nationwide urban sample. We applied three taxometric analyses: mean above minus below a cut, maximum eigenvalue, and latent mode as well as simulated comparison data analyses to depression data. Results of the analyses provided converging evidence for a dimensional solution. Hence, the latent structure of depressive symptoms measured using the CES-D exists on a continuum rather than as discrete categories. Future studies using thresholds for dichotomizing depression and comparing depressed and nondepressed groups formed on the basis of CES-D scores could be reconsidered.