Background: The effect of depressive symptoms on progression through the human immunodeficiency virus (HIV) treatment cascade is poorly characterized. Methods: We included participants from the Centers for AIDS Research Network of Integrated Clinic Systems cohort who were antiretroviral therapy (ART) naive, had at least 1 viral load and HIV appointment measure after ART initiation, and a depressive symptom measure within 6 months of ART initiation. Recent depressive symptoms were measured using the Patient Health Questionnaire-9 (PHQ-9) and categorized using a validated cut point (PHQ-9 ≥10). We followed participants from ART initiation through the first of the following events: loss to follow-up (>12 months with no HIV appointment), death, administrative censoring (2011-2014), or 5 years of follow-up. We used log binomial models with generalized estimating equations to estimate associations between recent depressive symptoms and having a detectable viral load (≥75 copies/mL) or missing an HIV visit over time. Results: We included 1057 HIV-infected adults who contributed 2424 person-years. At ART initiation, 30% of participants reported depressive symptoms. In multivariable analysis, recent depressive symptoms increased the risk of having a detectable viral load (risk ratio [RR], 1.28; 95% confidence interval [CI], 1.07, 1.53) over time. The association between depressive symptoms and missing an HIV visit (RR, 1.20; 95% CI, 1.05, 1.36) moved to the null after adjustment for preexisting mental health conditions (RR, 1.00; 95% CI, 0.85, 1.18). Conclusions: Recent depressive symptoms are a risk factor for unsuppressed viral load, while preexisting mental health conditions may influence HIV appointment adherence.