Primary Care-Mental Health Integration (PC-MHI) may improve mental health services access and continuity of care. To assess whether receipt of integrated PC-MHI services on the date of an initial positive depression screen influences receipt of depression treatment among primary care (PC) patients in the Veterans Health Administration. Retrospective cohort study. Thirty-six thousand, two hundred and sixty-three PC patients with positive depression screens between October 1, 2009 and September 30, 2010. Subjects were assessed for depression diagnosis and initiation of antidepressants or psychotherapy on the screening day, within 12weeks, and within 6months. Among individuals with PC encounters on the screening day, setting of services received that day was categorized as PC only, PC-MHI, or Specialty Mental Health (SMH). Using multivariable generalized estimating equations (GEE) logistic regression, we assessed likelihood of treatment initiation, adjusting for demographic and clinical measures, including depression screening score. Patients who received same-day PC-MHI services were more likely to initiate psychotherapy (OR: 8.16; 95% CI: 6.54-10.17) and antidepressant medications (OR: 2.33, 95% CI: 2.10-2.58) within 12weeks than were those who received only PC services on the screening day. Receipt of same-day PC-MHI may facilitate timely receipt of depression treatment.