As interest grows in creating computerized versions of established paper-and-pencil (P&P) questionnaires, it becomes increasingly important to explore whether changing the administration modes of questionnaires affects participants’ responses. This study investigated whether mode effects exist when administering the Center for Epidemiologic Studies Depression (CES-D) scale by a personal digital assistant (PDA) versus the classic P&P mode. The Differential Functioning of Items and Tests (DFIT) procedure identified mode effects on the overall test and individual items. A mixed-effects regression model summarized the mode effects in terms of CES-D scores, and identified interactions with covariates. When the P&P questionnaire was administered first, scores were higher on average (2.4–2.8 points) than those of the other administrations (PDA second, PDA first, and P&P second), and all 20 questionnaire items exhibited a statistically significant mode effect. Highly educated people and younger people demonstrated a smaller difference in scores between the two modes. The mode-by-order effect influenced the interpretation of CES-D scores, especially when screening for depression using the established cut-off scores. These results underscore the importance of evaluating the cross-mode equivalence of psychosocial instruments before administering them in non-established modes.