Objective We compared the prevalence of receiving depression care between adults with past‐year major depressive episodes (depressed) and substance use disorders (SUD) in the United States and their depressed counterparts without SUD. Method Data were from 25,500 adults who participated in the 2008–2014 National Surveys on Drug Use and Health. Descriptive analyses and logistic regression models were applied. Results During 2008–2014, approximately 55.4% of depressed U.S. adults with SUD received past‐year depression care, while 60.1% of depressed adults without SUD received such care. Overall, co‐occurring SUD was associated with an 8% decreased likelihood of receiving past‐year depression care (risk ratio (RR) = 0.92, 95% CI = 0.89–0.96). For depressed adults with severe functional impairment, co‐occurring SUD was associated with a 9% decreased likelihood of receiving past‐year depression care (RR = 0.91, 95% CI = 0.87–0.95). For depressed men, co‐occurring SUD was associated with a 13% decreased likelihood of receiving past‐year depression care (RR = 0.87, 95% CI = 0.81–0.94). The following depressed adults were at increased risk of not receiving depression care: those without functional impairment, without suicidal ideation, and without physical comorbidities, aged 18–29, male, racial/ethnic minorities, having less than high school education, uninsured, and never married. Conclusions Among depressed adults in the United States, comorbid SUD modestly but significantly decreases the likelihood of receiving past‐year depression care. Depressed young adults, men, racial/ethnic minorities, less educated individuals, uninsured adults, and never married adults are also at increased risk for not receiving depression care. Outreach efforts are needed to broaden access to depression care for these underserved adults.