Background To investigate whether depressed oncology patients show a specific depressive symptom profile, we compared depression symptoms in depressed cancer patients (CANCER‐DEP) and depressed patients without a chronic somatic disease (NONCANCER‐DEP). Methods Of a total of 2493 outpatients from a comprehensive cancer center and a center for psychosocial medicine, 1054 (42.3%) met the DSM‐5 criteria for depression, measured with the Patient Health Questionnaire 9. Based on the Patient Health Questionnaire 9 scores, differences in severity of each of the 9 individual DSM‐5 depression symptoms between CANCER‐DEP (n = 542) and NONCANCER‐DEP (n = 512) were examined. Non‐depressed cancer patients (CANCER‐NONDEP; n = 1216) served as a comparison group for somatic symptoms independent of depression in cancer. To control for depression severity, group comparisons were performed separately for patients with major depression and any depressive disorders. Results Depressed cancer patients reported significantly lower levels of the cognitive‐emotional depression symptoms “worthlessness” and “suicidal thoughts” than NONCANCER‐DEP. Only 1 out of 5 somatic depression symptoms (“changes in appetite”) was more pronounced in CANCER‐DEP than in NONCANCER‐DEP. Confirming previous research, somatic depression symptoms occurred more frequently in CANCER‐DEP than in CANCER‐NONDEP. Conclusions The lower level of cognitive‐emotional symptoms in CANCER‐DEP than in NONCANCER‐DEP is discussed in relation to different psychosocial phenomena. Our results indicate that somatic depression symptoms are similarly pronounced in CANCER‐DEP and NONCANCER‐DEP, and that CANCER‐DEP show greater somatic depression symptoms than CANCER‐NONDEP. The presence of high levels of somatic symptoms should alert clinicians to investigate for a potential comorbid depression in cancer patients.