OBJECTIVE: The aim of this study was to assess whether ever reporting depressive symptoms affects mortality in the modern HIV treatment era. DESIGN: A cohort study of HIV-infected adults in routine clinical care at seven sites in the USA. METHODS: We examined the effect of ever reporting depressive symptoms on all-cause mortality using data from the Centers for AIDS Research Network of Integrated Clinical Systems cohort. We included individuals with at least one depression measure between 2005 and 2014. Depressive symptoms were measured with the Patient Health Questionnaire (PHQ)-9. We used weighted Kaplan-Meier curves and marginal structural Cox models with inverse probability weights to estimate the effect of ever reporting depressive symptoms (PHQ-9 ≥10) on all-cause mortality. RESULTS: A total of 10 895 individuals were included. Participants were followed for a median of 3.1 years (35 621 total person-years). There were 491 (4.5%) deaths during the follow-up period (crude incidence rate 13.8/1000 person-years). At baseline, 28% of the population reported depressive symptoms. In the weighted analysis, there was no evidence that ever reporting depressive symptoms increased the hazard of all-cause mortality (hazard ratio 0.82, 95% confidence interval 0.55-1.24). CONCLUSION: In a large cohort of HIV-infected adults in care in the modern treatment era, we observed no evidence that ever reporting depressive symptoms increased the likelihood of all-cause mortality, controlling for a range of time-varying factors. Antiretroviral therapy that is increasingly robust to moderate adherence and improved access to depression treatment may help to explain changes in the relationship between depressive symptoms and mortality in the modern treatment era.