Systematic screening for depressive symptoms may identify patients who may benefit from clinical assessment and psychosocial support. Here we assess a two-step screening using ultrabrief pre-screeners [Edmonton Symptom Assessment Survey-revised Depression item (ESASr-D) or Patient Health Questionnaire-2 (PHQ-2)] followed by the Patient-Reported Outcomes Measurement Information System Depression questionnaire (PROMIS-D) to identify depressive symptoms in patients on kidney replacement therapies. We conducted a cross-sectional study of adults (kidney transplant recipients or treated with dialysis) in Toronto, ON, Canada. We simulated various two-step screening scenarios where only patients above a pre-screening cut-off score on the ESASr-D or PHQ-2 would move to step 2 (PROMIS-D). Screening performance was evaluated by sensitivity, specificity and positive and negative predictive values using the Patient Health Questionnaire-9 (PHQ-9) as the referent. The average number of items completed by patients in different scenarios was reported. Of 480 participants, 60% were male with a mean age of 55years. Based on PHQ-9, 19% of patients had moderate or severe depressive symptoms. Pre-screening with a PHQ-2 score ≥1 combined with a PROMIS-D score of ≥53 provided the best two-step results (sensitivity 0.81, specificity 0.84, NPV 0.95). Two-step screening also reduces question burden. A two-step screening using a PHQ-2 score ≥1 followed by a PROMIS-D score ≥53 has good sensitivity and specificity for identifying potentially significant depressive symptoms among patients on kidney replacement therapies. This approach has lower question burden. Screened-in patients will need further clinical assessment to establish a diagnosis.