A large proportion of Depression Disorder patients do not receive an effective diagnosis, which makes it necessary to find a more objective assessment to facilitate a more rapid and accurate diagnosis of depression. Speech data is easy to acquire clinically, its association with depression has been studied, although the actual predictive effect of voice features has not been examined. Thus, we do not have a general understanding of the extent to which voice features contribute to the identification of depression. In this study, we investigated the significance of the association between voice features and depression using binary logistic regression, and the actual classification effect of voice features on depression was re-examined through classification modeling. Nearly 1000 Chinese females participated in this study. Several different datasets was included as test set. We found that 4 voice features (PC1, PC6, PC17, PC24, P<0.05, corrected) made significant contribution to depression, and that the contribution effect of the voice features alone reached 35.65% (Nagelkerke's R-2). In classification modeling, voice data based model has consistently higher predicting accuracy(F-measure) than the baseline model of demographic data when tested on different datasets, even across different emotion context. F-measure of voice features alone reached 81%, consistent with existing data. These results demonstrate that voice features are effective in predicting depression and indicate that more sophisticated models based on voice features can be built to help in clinical diagnosis.