Background: Ecological momentary assessment (EMA) is a promising tool in the management of psychiatric disorders and particularly depression. It allows for a real-time evaluation of symptoms and an earlier detection of relapse or treatment efficacy. The generalization of the smartphone in the modern world offers a new, large-scale support for EMA. Objective: The main objective of this study was twofold: (1) to assess patients' compliance with an EMA smartphone app defined by the number of EMAs completed, and (2) to estimate the external validity of the EMA using a correlation between self-esteem/guilt/mood variables and Hamilton Depression Rating Scale (HDRS) score. Methods: Eleven patients at the Pitié-Salpêtrière Hospital, Paris, France, were monitored for 28 days by means of a smartphone app. Every patient enrolled in the study had two types of assessment: (1) three outpatient consultations with a psychiatrist at three different time points (days 1, 15, and 28), and (2) real-time data collection using an EMA smartphone app with a single, fixed notification per day at 3 pm for 28 days. The results of the real-time data collected were reviewed during the three outpatient consultations by a psychiatrist using a dashboard that aggregated all of the patients' data into a user-friendly format. Results: Of the 11 patients in the study, 6 patients attended the 3 outpatient consultations with the psychiatrist and completed the HDRS at each consultation. We found a positive correlation between the HDRS score and the variables of self-esteem, guilt, and mood (Spearman correlation coefficient 0.57). Seven patients completed the daily EMAs for 28 days or longer, with an average response rate to the EMAs of 62.5% (175/280). Furthermore, we observed a positive correlation between the number of responses to EMAs and the duration of follow-up (Spearman correlation coefficient 0.63). Conclusions: This preliminary study with a prolonged follow-up demonstrates significant patient compliance with the smartphone app. In addition, the self-assessments performed by patients seemed faithful to the standardized measurements performed by the psychiatrist. The results also suggest that for some patients it is more convenient to use the smartphone app than to attend outpatient consultations.