Objective The Patient Health Questionnaire–9 (PHQ-9) and PHQ-2 have not been validated in the general Korean population. This study aimed to validate and identify the optimal cutoff scores of the PHQ-9 and PHQ-2 in screening for major depression in the general Korean population. Methods We used data from 6,022 participants of the Korean Epidemiological Catchment Area Study for Psychiatric Disorders in 2011. Major depression was diagnosed according to the Korean Composite International Diagnostic Interview. Validity, reliability, and receiver operating characteristic curve analyses were performed using the results of the PHQ-9 and Euro Quality of life-5 dimension (EQ-5d). Results Of the 6,022 participants, 150 were diagnosed with major depression (2.5%). Both PHQ-9 and PHQ-2 demonstrated relatively high reliability and their scores were highly correlated with the “anxiety/depression” score of the EQ-5d. The optimal cutoff score of the PHQ-9 was 5, with a sensitivity of 89.9%, specificity of 84.1%, positive predictive value (PPV) of 12.6%, negative predictive value (NPV) of 99.7%, positive likelihood ratio (LR+) of 5.6, and negative likelihood ratio (LR-) of 0.12. The optimal cutoff score of the PHQ-2 was 2, with a sensitivity of 85.3%, specificity of 83.2%, PPV of 11.6%, NPV of 99.5%, LR+ of 5.1, and LR- of 0.18. Conclusion The PHQ-9 and PHQ-2 are valid tools for screening major depression in the general Korean population, with suggested cutoff values of 5 and 2 points, respectively.