Importance: The Patient Health Questionnaire depression module (PHQ-9) is a 9-item self-administered instrument used for detecting depression and assessing severity of depression. The Patient Health Questionnaire-2 (PHQ-2) consists of the first 2 items of the PHQ-9 (which assess the frequency of depressed mood and anhedonia) and can be used as a first step to identify patients for evaluation with the full PHQ-9. Objective: To estimate PHQ-2 accuracy alone and combined with the PHQ-9 for detecting major depression. Data Sources: MEDLINE, MEDLINE In-Process & Other Non-Indexed Citations, PsycINFO, and Web of Science (January 2000-May 2018). Study Selection: Eligible data sets compared PHQ-2 scores with major depression diagnoses from a validated diagnostic interview. Data Extraction and Synthesis: Individual participant data were synthesized with bivariate random-effects meta-analysis to estimate pooled sensitivity and specificity of the PHQ-2 alone among studies using semistructured, fully structured, or Mini International Neuropsychiatric Interview (MINI) diagnostic interviews separately and in combination with the PHQ-9 vs the PHQ-9 alone for studies that used semistructured interviews. The PHQ-2 score ranges from 0 to 6, and the PHQ-9 score ranges from 0 to 27. Results: Individual participant data were obtained from 100 of 136 eligible studies (44318 participants; 4572 with major depression [10%]; mean [SD] age, 49  years; 59% female). Among studies that used semistructured interviews, PHQ-2 sensitivity and specificity (95% CI) were 0.91 (0.88-0.94) and 0.67 (0.64-0.71) for cutoff scores of 2 or greater and 0.72 (0.67-0.77) and 0.85 (0.83-0.87) for cutoff scores of 3 or greater. Sensitivity was significantly greater for semistructured vs fully structured interviews. Specificity was not significantly different across the types of interviews. The area under the receiver operating characteristic curve was 0.88 (0.86-0.89) for semistructured interviews, 0.82 (0.81-0.84) for fully structured interviews, and 0.87 (0.85-0.88) for the MINI. There were no significant subgroup differences. For semistructured interviews, sensitivity for PHQ-2 scores of 2 or greater followed by PHQ-9 scores of 10 or greater (0.82 [0.76-0.86]) was not significantly different than PHQ-9 scores of 10 or greater alone (0.86 [0.80-0.90]); specificity for the combination was significantly but minimally higher (0.87 [0.84-0.89] vs 0.85 [0.82-0.87]). The area under the curve was 0.90 (0.89-0.91). The combination was estimated to reduce the number of participants needing to complete the full PHQ-9 by 57% (56%-58%). Conclusions and Relevance: In an individual participant data meta-analysis of studies that compared PHQ scores with major depression diagnoses, the combination of PHQ-2 (with cutoff ≥2) followed by PHQ-9 (with cutoff ≥10) had similar sensitivity but higher specificity compared with PHQ-9 cutoff scores of 10 or greater alone. Further research is needed to understand the clinical and research value of this combined approach to screening.