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For a connected Noetherian unstable algebra $R$ over the mod $p$ Steenrod algebra, we prove versions of theorems of Duflot and Carlson on the depth of $R$, originally proved when $R$ is the mod $p$ cohomology ring of a finite group. This recovers the aforementioned results, and also proves versions of them when $R$ is the mod $p$ cohomology ring of a compact Lie group, a profinite group with Noetherian cohomology, a Kac--Moody group, a discrete group of finite virtual cohomological dimension, as well as for certain other discrete groups. More generally, our results apply to certain finitely generated unstable $R$-modules. Moreover, we explain the results in the case of the $p$-local compact groups of Broto, Levi, and Oliver, as well as in the modular invariant theory of finite groups.

Depth and detection for Noetherian unstable algebras