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The Denjoy integral is an integral that extends the Lebesgue integral and can integrate any derivative. In this talk, it is shown that the graph of the indefinite Denjoy integral $f\mapsto \int_a^x f$ is a coanalytic non-Borel relation on the product space $M[a,b]\times C[a,b]$, where $M[a,b]$ is the Polish space of real-valued measurable functions on $[a,b]$ and where $C[a,b]$ is the Polish space of real-valued continuous functions on $[a,b]$. Using the same methods, it is also shown that the class of indefinite Denjoy integrals, called $ACG_{\ast}[a,b]$, is a coanalytic but not Borel subclass of the space $C[a,b]$, thus answering a question posed by Dougherty and Kechris. Some basic model theory of the associated spaces of integrable functions is also studied. Here the main result is that, when viewed as an $\mathbb{R}[X]$-module with the indeterminate $X$ being interpreted as the indefinite integral, the space of continuous functions on the interval $[a,b]$ is elementarily equivalent to the Lebesgue-integrable and Denjoy-integrable functions on this interval, and each is stable but not superstable, and that they all have a common decidable theory when viewed as $\mathbb{Q}[X]$-modules.