This study aimed to establish evidence of the construct validity of the Centre for Epidemiologic Studies Depression Scale Revised – Vietnamese Version (CESDR-V) and a 10-item version of this scale (CESDR-V-10) for use among Vietnamese adolescents. We selected 1084 Grade 10 students in Hanoi using a multiple-stage sampling method. Data supported that the CESDR-V was unidimensional. Cronbach’s alpha coefficient of CESDR-V was 0.92 and CESDR-V-10 was 0.90. All levels of measurement invariance between male and female participants for both CESDR-V and CESD-V-10 were supported well. Both CESDR-V and CESDR-V-10 were positively correlated with Depression Anxiety and Stress Subscales (DASS21)-Depression subscale at stronger levels (convergent pattern) than with DASS21-Anxiety /DASS21-Stress subscales (discriminant pattern). CESDR-V and CESDR-V-10 were negatively correlated with Mental Health Continuum Short Form (a measure of mental well-being) at lower levels than with the DASS21 subscales (discriminant pattern). This study strongly supports the use of the CESDR-V and CESDR-V-10 to screen for depression in Vietnamese adolescents who are attending school.