On December 13, 2005, Sample was appointed the twelfth Bishop of Marquette by Pope Benedict XVI. He received his episcopal consecration on January 25, 2006, from Cardinal Adam Maida, with bishops James Garland and Mark Schmitt serving as co-consecrators. At the time of his consecration, Sample was the youngest Catholic bishop in the United States and the first to be born in the 1960s. He selected as his episcopal motto: "Vultum Christi Contemplari", meaning "To Contemplate the Face of Christ". On October 7, 2007, at the invitation of ArchbishopRaymond Leo Burke, Sample attended the Red Mass at the Cathedral Basilica of St. Louis, delivering the homily. In April 2009, Sample expressed his "disappointment and dismay" over the University of Notre Dame's decision to have President Barack Obama deliver its commencement speech and receive an honorary degree, given Obama's pro-abortion views. He added, "It saddens me beyond words that the great university named after Our Lady would bestow distinction and honor on a politician who would seek to expand threats to such innocent human life." In July 2012, Sample ordained five seminarians to the diaconate, and ten new subdeacons. Among these new subdeacons are five from the United States for the Institute of Christ the King Sovereign Priest. Sample has stressed that permanent deacons should not regularly preach at Mass; rather they should preach at other services and serve the Church in the course of their daily witness to Christ. His 19-page letter, titled "The Deacon: Icon of Jesus Christ the Servant", cited the principle that the one who presides at a liturgical service or who is the principal celebrant at Mass should also give the homily: "This should be the ordinary practice." Deacons should preach the homily at Mass "for some identifiable advantage for the faithful in the congregation, but not on a regular basis." The Diocese of Marquette serves roughly 70,000 Roman Catholics in the Upper Peninsula.
On January 29, 2013, Sample was appointed by Pope Benedict XVI to be the new Archbishop of Portland in Oregon, to succeed the retiring archbishop John George Vlazny. He was installed on April 2, 2013, at the Chiles Center Arena on the campus of the University of Portland. In 2017, Sample issued a decree stating that sexually-active homosexuals as well as divorced and civilly-remarried persons should not receive the Holy Eucharist, and that they must "sacramentally confess all serious sins with a firm purpose to change" before they can do so.
In May 2018, Sample determined that those attending Holy Mass will kneel from the Lamb of God to Holy Communion, starting from June 3, which is the Solemnity of Corpus Christi. In August 2018, Sample acknowledged the history of sex abuse committed by clergy who were serving in the Archdiocese of Portland, which he described as an "institutional and spiritual" failure, and issued an apology.