This study investigates the dimensional structure of the Center for Epidemiologic Studies Depression (CES-D) scale in US Black women with and without history of cancer via single-group and multi-group analyses. The CES-D questionnaire was administered in 1999 to 50,774 black women who are participants in the Black Women's Health Study (BWHS). For our analysis, we utilized a group of 690 women with a history of at least one of the three types of cancer (breast cancer, colon cancer or lung cancer) and an age-matched group of 1,380 healthy women with no history of any cancer or other chronic conditions including myocardial infarctions, stroke, angina, diabetes, lupus, and sarcoidosis. Three a priori hypothesized models were tested via confirmatory factor analysis: single-, three- and four-factor structures. The four-factor model provided the best fit and remained largely invariant across the groups when tested via multi-group comparisons. Two internal consistency measures of the scale (Cronbach's alpha coefficient and split-half coefficient) were also shown to be satisfactory. We concluded that the CES-D scale is appropriate for use in black women regardless of their cancer status.