Screening for depression can be challenging in Multiple Sclerosis (MS) patients due to the overlap of depressive symptoms with other symptoms, such as fatigue, cognitive impairment and functional impairment, for MS patients. The aim of this study was to understand these overlapping symptoms and subsequently develop an adjusted depression screening tool for better clinical assessment of depressive symptoms in MS patients. We evaluated 3,507 MS patients with a self-reported depression screening (PHQ-9) score using a multiple indicator multiple cause modeling approach. Our models showed significant differential item functioning effects denoting significant overlap of depressive symptoms with all MS symptoms under study and good model fit. The magnitude of the overlap was especially large for fatigue. Adjusted depression screening scales were formed based on factor scores and loadings that will allow clinicians to understand the depressive symptoms separate from other symptoms for MS patients for improved patient care.