In this Letter we report the effect of two different cathode structures - tubular and squirrel cage, on neutron output from a miniature plasma focus device. The squirrel cage cathode is typical of most DPF sources, with an outer, tubular envelope that serves as a vacuum housing, but does not carry current. The tubular cathode carries the return current and also serves as the vacuum envelope, thereby minimizing the size of the DPF head. The maximum average neutron yield of (1.82 ± 0.52) x10^5 n/shot for the tubular cathode at 4 mbar was enhanced to (1.15 ± 0.2) x 10^6 n/shot with squirrel cage cathode at 6 mbar operation. These results are explained on the basis of a current sheath loading/mass choking effect. The penalty for using a non-transparent cathode negates the advantage of the smaller size of the DPF head.