Depression is a debilitating disorder and relatively high rates have been reported in studies of men who have sex with men (MSM). This study was undertaken to assess the utility of screening for, and characteristics associated with, depressive symptoms in an online survey of MSM. In 2003-2004, an online cross-sectional study was conducted among 2,964 MSM from the US and Canada. Using the two-item Patient Health Questionnaire (PHQ-2), 18% of the study participants screened positive for depressive symptoms within the past three months. Characteristics associated with a positive PHQ-2 screen for depressive symptoms in multivariate analysis included: having less than a high school or college degree; being single (not having a primary male partner) or being married to a woman; being HIV-positive; and not having recent sex. Additionally, among men who screened positive on the PHQ-2, predictors of not having treatment from a mental health provider in the past year were: low education; being black/African American/Canadian or Hispanic; and having no primary care provider. The Internet is a viable medium to reach and screen men at-risk for depression. Future work is needed for online outreach and connection to offline assessment as well as intervention.