Receiving cattle into feedlot or back-grounding facilities is a critical activity with respect to cattle health and performance. Because the receiving period is crucial to the economic outcome of cattle feeding, the opposing strategies of starting cattle on higher vs. lower roughage diets continue to be debated in the cattle feeding industry. The rationale for starting cattle on a high roughage diet is based on the perceived advantage of decreasing mortality and morbidity, as these two aspects of cattle health can affect overall economics markedly. Conversely, the rationale for starting cattle on a diet with less roughage and more concentrate is based on the perceived improvement in performance and, thereby, increased profitability. Nonetheless, concerns that lower roughage diets negatively affect receiving period morbidity have been noted in both industry and research settings. In this review, we used mixed model regression methods on research data generated at one location over several years to evaluate the relationship between dietary roughage concentration (DM basis) and receiving period morbidity, ADG, and DMI. Morbidity from bovine respiratory disease (BRD) decreased slightly as dietary roughage concentration increased [morbidity (%) = 49.59 − 0.0675 × roughage (%); P = 0.003], whereas ADG [ADG (kg) = 1.17 − 0.0089 × roughage (%); P<0.001] and DMI [DMI (kg/d) = 5.34 − 0.0135 × roughage (%); <0.001] were affected negatively by increasing dietary roughage concentration. Economic analysis indicated that the decreased morbidity with a 100% vs 40% roughage diet would not offset the loss in profit resulting from less ADG when the 100% roughage diet was fed. The optimum dietary strategy for starting light-weight, highly stressed, newly received cattle on feed would likely be to feed a 50 to 75% concentrate, milled diet, which seems to allow cattle to perform well without economically important negative effects on receiving period health. Application of this dietary strategy obviously depends on the available feed milling and delivery facilities, and dietary approaches with lesser facility and equipment requirements (e.g., whole corn, protein supplement, and free-choice roughage) may be cost-effective alternatives to complete milled feeds.