This study described characteristics, psychiatric diagnoses and response to treatment among patients in an outpatient HIV clinic who screened positive for depression. Depressed (25 %) were less likely to have private insurance, less likely to have suppressed HIV viral loads, had more anxiety symptoms, and were more likely to report current substance abuse than not depressed. Among depressed, 81.2 % met diagnostic criteria for a depressive disorder; 78 % for an anxiety disorder; 61 % for a substance use disorder; and 30 % for co-morbid anxiety, depression, and substance use disorders. Depressed received significantly more treatment for depression and less HIV primary care than not depressed patients. PHQ-9 total depression scores decreased by 0.63 from baseline to 6-month follow-up for every additional attended depression treatment visit. HIV clinics can routinely screen and treat depressive symptoms, but should consider accurate psychiatric diagnosis as well as co-occurring mental disorders. © 2011 Springer Science+Business Media, LLC.