The United States Preventive Services Task Force (USPSTF) recently issued the recommendation that primary care physicians screen adult patients for depression. A policy to screen primary care patients for depression has appeal as a strategy to reduce the personal and societal costs of undiagnosed and untreated depression. Such appeal may be justified if the evidence supports the screening policy in three areas: effectiveness, cost-effectiveness, and feasibility. The USPSTF recommendation leaves many issues in each of these areas unresolved and physicians are left the choice of two important program characteristics: screening instrument and screening interval. We discuss how uncertainties in the screening protocol and treatment process affect whether screening is an effective and cost-effective use of resources with respect to other health interventions. We suggest that targeting screening to groups at a higher risk for depression may lead to a more effective use of health care resources. A screening program may not be feasible even if effectiveness and cost-effectiveness are optimized. We discuss uncertainties in the USPSTF recommendation that affect the feasibility of implementing such a program in physicians' practices. Copyright 2004 Wiley-Liss, Inc.