Depression is a major debilitating disorder which can affect people from all ages. With a continuous increase in the number of annual cases of depression, there is a need to develop automatic techniques for the detection of the presence and extent of depression. In this AVEC challenge we explore different modalities (speech, language and visual features extracted from face) to design and develop automatic methods for the detection of depression. In psychology literature, the PHQ-8 questionnaire is well established as a tool for measuring the severity of depression. In this paper we aim to automatically predict the PHQ-8 scores from features extracted from the different modalities. We show that visual features extracted from facial landmarks obtain the best performance in terms of estimating the PHQ-8 results with a mean absolute error (MAE) of 4.66 on the development set. Behavioral characteristics from speech provide an MAE of 4.73. Language features yield a slightly higher MAE of 5.17. When switching to the test set, our Turn Features derived from audio transcriptions achieve the best performance, scoring an MAE of 4.11 (corresponding to an RMSE of 4.94), which makes our system the winner of the AVEC 2017 depression sub-challenge.