IMPORTANCE: Given that the Patient Health Questionnaire (PHQ) item 9 is commonly used to screen for risk of self-harm and suicide, it is important that clinicians recognize circumstances when at-risk adolescents may go undetected. OBJECTIVE: To understand characteristics of adolescents with a history of depression who do not endorse the PHQ item 9 before a near-term intentional self-harm event or suicide. DESIGN, SETTING, AND PARTICIPANTS: This was a retrospective cohort study design using electronic health record and claims data from January 2009 through September 2017. Settings included primary care and mental health specialty clinics across 7 integrated US health care systems. Included in the study were adolescents aged 13 to 17 years with history of depression who completed the PHQ item 9 within 30 or 90 days before self-harm or suicide. Study data were analyzed September 2022 to April 2023. EXPOSURES: Demographic, diagnostic, treatment, and health care utilization characteristics. MAIN OUTCOME(S) AND MEASURE(S): Responded "not at all" (score = 0) to PHQ item 9 regarding thoughts of death or self-harm within 30 or 90 days before self-harm or suicide. RESULTS: The study included 691 adolescents (mean [SD] age, 15.3 [1.3] years; 541 female [78.3%]) in the 30-day cohort and 1024 adolescents (mean [SD] age, 15.3 [1.3] years; 791 female [77.2%]) in the 90-day cohort. A total of 197 of 691 adolescents (29%) and 330 of 1024 adolescents (32%), respectively, scored 0 before self-harm or suicide on the PHQ item 9 in the 30- and 90-day cohorts. Adolescents seen in primary care (odds ratio [OR], 1.5; 95% CI, 1.0-2.1; P = .03) and older adolescents (OR, 1.2; 95% CI, 1.0-1.3; P = .02) had increased odds of scoring 0 within 90 days of a self-harm event or suicide, and adolescents with a history of inpatient hospitalization and a mental health diagnosis had twice the odds (OR, 2.0; 95% CI, 1.3-3.0; P = .001) of scoring 0 within 30 days. Conversely, adolescents with diagnoses of eating disorders were significantly less likely to score 0 on item 9 (OR, 0.4; 95% CI, 0.2-0.8; P = .007) within 90 days. CONCLUSIONS AND RELEVANCE: Study results suggest that older age, history of an inpatient mental health encounter, or being screened in primary care were associated with at-risk adolescents being less likely to endorse having thoughts of death and self-harm on the PHQ item 9 before a self-harm event or suicide death. As use of the PHQ becomes more widespread in practice, additional research is needed for understanding reasons why many at-risk adolescents do not endorse thoughts of death and self-harm.