Hazardous alcohol use with depression may exacerbate health conditions and complicate medical care. We examined the rate of depression screening by alcohol use severity among primary care patients screened for hazardous alcohol use and, among those screened, examined patterns of significant depressive symptoms. Using cross-sectional data from primary care patients (n = 2,894,906), we examined past-90-day alcohol use (number of typical drinking days/week and typical number of drinks consumed daily); depression screening rates (using the Patient Health Questionnaire 9 [PHQ-9]); and symptom severity, demographics, and prevalence of selected psychiatric diagnoses. Within 30 days of routine, in-clinic alcohol use screening by medical assistants, 2.4% (n = 68,686) of patients also completed a PHQ-9; these patients were more likely to be female, younger, white, Medicaid insured, and to have a nondepressive psychiatric diagnosis and a lower Charlson comorbidity score. Abstainers and moderate drinkers (1 to 7 drinks/week or 1 to 4 drinks/week for women and individuals >65 years or for men ≤65 years, respectively) were less likely than hazardous drinkers (exceeding weekly limits) to complete the PHQ-9 or to have significant depressive symptoms (PHQ-9 score ≥10). Nonwhite patients with higher Charlson comorbidity scores were more likely to endorse significant depressive symptoms. Only a small fraction of patients in this cohort were screened for depression. Nonwhite patients and those with higher comorbidity burden were more likely to report depression but less likely to be screened. These discrepancies between depression-screening rates and significant depressive symptoms suggest that screening for depression should be enhanced in these at-risk groups.