Advanced cancer patients are at an increased risk of developing depressive symptoms, which can lead to major depressive disorder and a poor quality of life. It is important that symptoms of depression to be addressed early and frequently throughout the trajectory of the disease process. Depression is underdiagnosed and therefore undertreated in advanced cancer patients. Clinicians often fail to perform regular depression screenings as recommended by the National Comprehensive Cancer Network. Depressive symptoms are overlooked as they tend to overlap with the effects of disease progression and cancer treatments. Patients' complaints of anorexia, chronic pain, and sleep disturbances do not necessarily trigger practitioners to perform depression screenings. African Americans with advanced cancer are at a higher risk of developing depression, but may not identify as depressed due to the stigma of mental health in the black community. Screening tools such as the 2- and 9-item Patient Health Questionnaire, Beck Depression Inventory II, Hospital Anxiety and Depression Scale, and the Distress Thermometer and Problem List are common brief instruments that can screen for depression. Providing early symptom relief of depressive symptoms through psychotherapy and pharmacologic interventions will benefit the patient, family, and caregivers while improving the quality of life throughout the trajectory of the illness.