Disclosed is a system of interlocking door frame and wall panels for modular building units. Both the door frame panel and the wall panels are provided for easy installation into the skeletal frame of the modular building unit, and are provided with mating male and female connecting edges on opposite sides of each panel. This allows the door frame panel to mate with an adjacent wall panel in the same manner in which adjacent wall panels mate with one another, ensuring a clean, finished appearance for the connecting edges, a strong, reinforced frame having long durability, and a connection having the same physical, structural integrity as the connections between adjacent wall panel units. The door frame panel itself is particularly configured to receive a traditional, commercially available steel door frame and door assembly, but allows fitment of such commercially available steel door frame and door assembly without cutting a wall panel to receive that frame.