BACKGROUND: Depression plays a key role in suboptimal HIV outcomes, possibly mediated by adherence self-efficacy beliefs and antiretroviral treatment (ART) adherence behavior. Applying social-cognitive theory, we examined a longitudinal sequential path model of the association between depressive symptoms and viral nonsuppression in women with HIV (WWH) through these mediating mechanisms. METHODS: This was an observational longitudinal study using data from the Women's Adherence and Visit Engagement substudy of the Women's Interagency HIV Study. WWH (N = 375) completed measures of depressive symptoms, adherence self-efficacy, and ART adherence. Viral load was measured through blood draw. We examined a longitudinal sequential path model spanning 3 time points at least 6 months apart between 2015 and 2017. Indirect effects were assessed of depressive symptoms at time 1 (T1) on viral nonsuppression at T3 through adherence self-efficacy at T2 and ART adherence at T3. Covariates included age, income, recreational drug use, race, and months on ART. RESULTS: Depressive symptoms were associated with subsequent viral nonsuppression through its association with adherence self-efficacy and ART adherence [indirect effect: adjusted odds ratio = 1.004, 95% confidence interval: (1.001 to 1.008)]. Months on ART and recreational drug use were also significantly associated with viral nonsuppression at T3. CONCLUSIONS: Our findings support depressive symptoms' association with adherence self-efficacy that in turn lead to suboptimal ART adherence and ultimately to viral nonsuppression for WWH. Tailoring of interventions aimed at addressing depressive symptoms, substance use, and adherence self-efficacy among WWH is needed to help close the gap between ART prescription and viral suppression on the HIV care continuum.