Obstructive lung diseases are associated with high rates of depression and anxiety, yet many patients are never screened or treated. This study evaluated the five-question Depression and Anxiety modules of the Primary Care Evaluation of Mental Disorders (PRIME-MD) Patient Questionnaire as a telephone screen in 1,632 patients with chronic breathing disorders at a Veterans Affairs Medical Center in Houston, TX. Subsequent testing of 828 patients with the Beck Depression Inventory-II and the Beck Anxiety Inventory showed that the sensitivity and specificity, respectively, of the Depression and Anxiety modules of the PRIME-MD Patient Questionnaire screening were 94.6% and 49.5% (Depression); 93.7% and 32.2% (Anxiety); and 97.7%, and 36.0% (combined screen), with an overall accuracy of 80.7%. In such populations, these two modules of the PRIME-MD Patient Questionnaire may be a useful screening tool.