© The Author(s) 2018. Published by Oxford University Press for the Infectious Diseases Society of America. Background Research linking depression to mortality among people living with human immunodeficiency virus (PLWH) has largely focused on binary "always vs never" characterizations of depression. However, depression is chronic and is likely to have cumulative effects on mortality over time. Quantifying depression as a cumulative exposure may provide a better indication of the clinical benefit of enhanced depression treatment protocols delivered in HIV care settings. Methods Women living with HIV (WLWH), naive to antiretroviral therapy, from the Women's Interagency HIV Study were followed from their first visit in or after 1998 for up to 10 semiannual visits (5 years). Depressive symptoms were assessed using the Center for Epidemiologic Studies Depression (CES-D) scale. An area-under-the-curve approach was used to translate CES-D scores into a time-updated measure of cumulative days with depression (CDWD). We estimated the effect of CDWD on all-cause mortality using marginal structural Cox proportional hazards models. Results Overall, 818 women contributed 3292 woman-years over a median of 4.8 years of follow-up, during which the median (interquartile range) CDWD was 366 (97-853). Ninety-four women died during follow-up (2.9 deaths/100 woman-years). A dose-response relationship was observed between CDWD and mortality. Each additional 365 days spent with depression increased mortality risk by 72% (hazard ratio, 1.72; 95% confidence interval, 1.34-2.20). Conclusions In this sample of WLWH, increased CDWD elevated mortality rates in a dose-response fashion. More frequent monitoring and enhanced depression treatment protocols designed to reduce CDWD may interrupt the accumulation of mortality risk among WLWH.