Abstract Introduction Cancer symptom screening has the potential to improve cancer outcomes, including reducing symptom burden among patients with major mental illness (MMI). We determined rates of symptom screening with the Edmonton Symptom Assessment System (ESAS‐r) and risk of severe symptoms in cancer patients with MMI. Methods This retrospective cohort study used linked administrative health databases of adults diagnosed with cancer between 2007 and 2020. An MMI was measured in the 5 years prior to cancer diagnosis and categorized as inpatient, outpatient, or no MMI. Outcomes were defined as time to first ESAS‐r screening and time to first moderate‐to‐severe symptom score. Cause‐specific and Fine and Gray competing events models were used for both outcomes, controlling for age, sex, rural residence, year of diagnosis and cancer site. Results Of 389,870 cancer patients, 4049 (1.0%) had an inpatient MMI and 9775 (2.5%) had an outpatient MMI. Individuals with inpatient MMI were least likely to complete an ESAS‐r (67.5%) compared to those with outpatient MMI (72.3%) and without MMI (74.8%). Compared to those without MMI, individuals with an inpatient or outpatient MMI had a lower incidence of symptom screening records after accounting for the competing risk of death (subdistribution Hazard Ratio 0.77 (95% CI 0.74–0.80) and 0.88 (95% CI 0.86–0.90) respectively). Individuals with inpatient and outpatient MMI status consistently had a significantly higher risk of reporting high symptom scores across all symptoms. Conclusions Understanding the disparity in ESAS‐r screening and management for cancer patients with MMI is a vital step toward providing equitable cancer care.