Depression is a very common mental health disorder with a devastating social and economic impact. It can be costly and difficult to detect, traditionally requiring a significant number of hours by a trained mental health professional. Recently, machine learning and deep learning models have been trained for depression screening using modalities extracted from videos of clinical interviews conducted by a virtual agent. This complex task is challenging for deep learning models because of the multiple modalities and limited number of participants in the dataset. To address these challenges, we propose AudiFace, a multimodal deep learning model that inputs temporal facial features, audio, and transcripts to screen for depression. To incorporate all three modalities, AudiFace combines multiple pre-trained transfer learning models and bidirectional LSTM with self-Attention. When compared with the state-of-the-art models, AudiFace achieves the highest F1 scores for thirteen of the fifteen different datasets. AudiFace notably improves the depression screening capabilities of general wellbeing questions. Eye gaze proved to be the most valuable of the temporal facial features, both in the unimodal and multimodal models.  Our results can be used to determine the best combination of modalities, temporal facial features, as well as clinical interview questions for future depression screening applications.