The effectiveness of suicide risk screening relative to depression screening alone among primary care patients has not been tested rigorously. This study compared the performance of multiple depression screening methods (Patient Health Questionnaire [PHQ]-2, PHQ-8, and PHQ-9) and multiple suicide risk screening methods (PHQ-9 item 9 and suicide-focused screening of "thoughts of killing yourself" during the entire lifespan, within the past month, and within the past week) in a convenience sample of primary care patients. A total of 2,744 patients (military personnel, family members, and retirees) from six military primary care clinics completed the PHQ-9 and screening for suicidal ideation (SI) during routine clinic visits. Follow-up phone interviews were conducted for one year post-baseline to assess the incidence of suicide attempts, the study's primary outcome. Sensitivity, specificity, accuracy, and F1 statistics were calculated for each screening method for identifying patients who attempted suicide. More than 65% of patients who screened positive for SI also screened positive for depression on the PHQ-9. Depression screening with the PHQ-9 correctly identified more patients who attempted suicide during follow-up than the PHQ-2, past week SI, and past month SI. The PHQ-9 correctly identified more patients who attempted suicide within 3 months than lifetime SI, but lifetime SI correctly identified more patients who attempted suicide within 6 and 12 months. Depression screening with the PHQ-9 was the most effective strategy for identifying patients who attempted suicide in the near term. Universal suicide risk screening is unlikely to meaningfully improve identification of higher-risk patients beyond PHQ-9 depression screening.