Introduction: Worldwide, anxiety and depression are the most common mental disorders, both in clinical settings and in the general population. The Patient Health Questionnaire-4 is the most widely used open access instrument to assess anxiety and depression in both clinical and community settings. Objective: The study aims to evaluate the psychometric evidence of the Patient Health Questionnaire (PHQ-4). Method: 1015 Peruvian individuals between 18 and 69 years old (M=26.4, SD=9.93, 58.6% women) who experienced the death of a loved one participated. Techniques derived from Classical Test Theory and Item Response Theory (IRT) were used. Results: Three models were tested: one-dimensional (CFI = 0.989; TLI = 0.966; RMSEA = 0.075), the two-factor model (CFI = 1.000; TLI = 1.000; RMSEA = 0.000) and the bifactor model which did not converge. The two-factor model was the one that came closest t...