The menopausal transition constitutes a phase of major biopsychosocial changes associated with an elevated risk for the development of depression. Perimenopausal depression is highly prevalent and usually characterized by core symptoms of a major depressive disorder combined with menopausal complaints such as vasomotor symptoms or other physical complaints. However, a distinct definition of the condition is lacking. The aim of this review is to portray the symptoms assessed in studies on perimenopausal depression in order to provide relevant information on the current understanding of this condition. A literature search was conducted using the databases PubMed, Cochrane Library, and PsycINFO. A total of 37 studies were included. Various assessment tools have been used to measure symptoms related to perimenopausal depression. Fifteen symptoms were identified. Depressed mood was assessed across all studies. Low energy or sleep disturbances, as acknowledged symptoms of a major depressive disorder, were surveyed in most studies. However, the assessment of menopausal complaints was rather heterogeneous. While vasomotor symptoms were often measured, other menopausal symptoms such as mood swings or pain were investigated less frequently. Sexual problems were only rarely assessed. Studies on perimenopausal depression regularly include the assessment of core symptoms of a major depressive disorder, but the assessment of menopausal complaints is inconsistent. While certain symptoms are commonly measured, others are not assessed. Such inconsistencies underline an ambiguous understanding of perimenopausal depression, which in turn affects the evaluation and treatment of the condition. Thus, the use of the existing guidelines on perimenopausal depression is recommended.