Depression is a disorder seen commonly in general and specialty medical settings. Screening has been advocated as a means of ensuring that depressed patients are identified and receive appropriate treatment. Yet, recommendations for routine screening are frequently made without reference to empirical data demonstrating that it will have its intended effect. We examine the literature regarding screening in medical settings and suggest that screening in itself is unlikely to improve patient outcomes. Further, we identify costs to screening that are not readily apparent and that may negatively affect both patient outcomes and health-care delivery systems. We offer suggestions for how screening instruments might be used to improve the outcomes of depressed persons while minimizing negative effects on health care.