Choosing to receive a direct deposit refund can reduce the amount of time you wait for a refund. With a direct deposit refund, the government will deposit funds right into one of your accounts within a few days. If you decide to receive a check from the government, you will have to wait at least two to three weeks to receive the check. Direct deposit saves you from the hassle of having to check the mail and make sure you have received your check from the government. In addition, the odds that your check is lost in the mail are eliminated.