Structure of the Spanish version of the nine-item Patient Health Questionnaire (PHQ-9) has been inconclusive. We report the factor structure of the PHQ-9 in 55,555 women from the Mexican Teachers' Cohort (MTC). Factor structure of the PHQ-9 was assessed by exploratory and confirmatory factor analyses in two sub-samples (n=27,778 and 27,777 respectively). A one-factor model of the PHQ-9 was the solution with the best fit to the data, exhibiting strong factor loadings (0.71 to 0.90) and high internal consistency (Cronbach's alpha=0.89). A prevalence rate of moderate to high severity of depressive symptoms of 12.6% was identified. Results suggest that a global score is an appropriate measure of depressive symptoms and commend the use of the Spanish PHQ-9 as a measure of depression for research and clinical purposes.