A quarter of cancer patients struggle with distress or depression during their illness. Multiple organizations including the National Comprehensive Cancer Network recommend universal screening for distress and depression. Herein, we describe a universal screening program in patients with hematologic malignancies and factors associated with distress and depression. Between December 2013 and February 2015, patients with hematologic malignancies took the Patient Health Questionnaire 9 (PHQ-9) and Distress Thermometer (DT) prior to receiving their first outpatient parenteral chemotherapy. Patient demographic information as well as information regarding visit burden and baseline use of psychiatric medications were recorded. A PHQ-9 score of ≥ 9 and a DT score ≥ 4 suggested a high risk of major depression and distress. Intergroup comparisons of categorical and continuous variables were performed via chi-square and Wilcoxon rank-sum tests. Multivariate models were constructed using the stepwise selection technique using all potential variables. Two hundred forty-six patients with a median age at diagnosis 65years (range 18-94 years) were included. In the multivariate analysis, a PHQ-9 score ≥ 9 was associated with living alone (P = 0.007), positive PHQ-2 (P = 0.003), and high Charlson comorbidity index (CCI; P = 0.02), while a DT score ≥ 4 was associated with being married (P = 0.03) and female (P = 0.03). There was no other association with high scores on either questionnaire. Patients with hematologic malignancies often have prolonged treatment and surveillance. We identified subpopulations within this group who may be at high risk of developing distress and depression and who should be aggressively screened even when universal screening programs are not available.