This study examined the demographic characteristics and psychiatric comorbidities associated with the receipt of psychotherapy. The sample included 217,816 VA patients with a new depression diagnosis. Multinomial logistic regression analyses examined the relationships between the independent variables and the initiation of individual, group, or both individual and group psychotherapy within 90 days of a new diagnosis. Eighteen percent of VA patients received some form of psychotherapy. Veterans received a greater mean number of group therapy than individual therapy visits. Veterans who were female, younger than 35, unmarried, and with substance use, anxiety, or personality disorders were more likely to receive individual therapy only. Veterans who were male, 35-49 years old, Black, Other, or Hispanic, and with substance-use or anxiety disorders were more likely to receive group therapy only than no psychotherapy. Veterans who were male, 35-49 years old, Black, or Other race and with substance-use or anxiety disorders were more likely to receive both individual and group psychotherapy. Increased efforts are needed to encourage early initiation of psychotherapy treatment among depressed veterans.