A new framework called Rigid Depth Constructor (RDC) is proposed, allowing a user to create his own dataset for the validation of depth map estimation algorithms in the context of autonomous navigation. Compared to the existing tools that rely on high quality fixed Lidar sensor, RDC is usable in low-cost setups requiring only a camera and any (e.g. handheld, or UAV-carried) Lidar sensor, which implies more flexible-and much faster-scene scan. Furthermore, unlike photogrammetry tools that use sparse RGB views, it can be applied to smooth videos while remaining computationally tractable. The framework includes a test suite to get insightful information from the evaluated algorithm. As examples, validation videos made from UAV footage are provided to evaluate two depth prediction algorithms initially tested on in-car driving video datasets, which shows that the drone context is dramatically different. This supports the need to benchmark depth estimation algorithms on a dataset that fits one's particular context, which often means creating a brand new one. An open source implementation accompanies the paper, designed to be as user-friendly as possible, to make depth dataset creation possible even for small teams. The key contributions are the following: (1) a complete, open-source and almost fully automatic software application for creating validation datasets with densely annotated depth, adaptable to a wide variety of image, video and range data; (2) selection tools to adapt the dataset to specific validation needs, and conversion tools to other dataset formats; (3) as use case examples, two new real datasets, outdoor and indoor, readily usable in UAV navigation context are provided, and used as