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Detecting depression through users’ social media posting history is crucial for enabling timely intervention; however, irrelevant content within these posts negatively impacts detection performance. Thus, it is crucial to extract pertinent content from users’ complex posting history. Current methods utilize frozen screening models, which can miss critical information and limit overall performance due to isolated screening and detection processes. To address these limitations, we propose **E2-LPS** **E**nd-to-**E**nd **L**earnable **P**sychiatric Scale Guided Risky Post **S**creening Model) for jointly training our screening model, guided by psychiatric scales, alongside the detection model. We employ a straight-through estimator to enable a learnable end-to-end screening process and avoid the non-differentiability of the screening process. Experimental results show that E2-LPS outperforms several strong baseline methods, and qualitative analysis confirms that it better captures users’ mental states than others.