Introduction: The scope of primary care increasingly encompasses patient behavioral health problems, manifest typically through depression screening and treatment. Although substance use is highly comorbid with depression, it is not commonly identified and addressed in the primary care context. This study aimed to examine the association between the likelihood of substance use disorder and increased depression severity, both cross-sectionally and longitudinally, among a sample of 2409 patients from 41 geographically dispersed and diverse primary care clinics across the US. Methods: This is secondary analysis of data obtained from a multi-site parent study of integrated behavioral health in primary care, among patients with both chronic medical and behavioral health conditions. Patient reported outcome surveys were gathered from patients at 3 time points. The primary care practices were blind to which of their patients completed surveys. Included were standardized measures of depression severity (Patient Health Questionnaire—9) [PHQ-9] and substance use disorder likelihood (Global Appraisal of Individual Needs—Short Screener [GSS]). Results: Four percent of the study population screened positive for substance use disorder. PHQ-9 scores indicated depression among 43% of all patients. There was a significant association between the likelihood of substance use disorder and depression initially, at a 9-month follow-up, and over time. These associations remained significant after adjusting for age, gender, race, ethnicity, education, income, and other patient and contextual characteristics. Conclusions: The findings suggest that substance use disorder is associated with depression severity cross-sectionally and over time. Primary care clinics and health systems might consider implementing substance use screening in addition to the more common screening strategies for depression. Especially for patients with severe depression or those who do not respond to frontline depression treatments, the undermining presence of a substance use disorder should be explored.