© 2015 Elsevier Inc. Objective: To report on the prevalence of psychiatric comorbidity and its association with illness severity in depressed HIV patients. Methods: As part of a multi-site randomized controlled trial of depression treatment for HIV patients, 304 participants meeting criteria for current Major Depressive Disorder (MDD) were assessed for other mood, anxiety and substance use disorders with the Mini-International Neuropsychiatric Interview, a structured psychiatric diagnostic interview. We also assessed baseline adherence, risk, and health measures. Results: Complicated depressive illness was common. Only 18% of participants experienced MDD with no comorbid psychiatric diagnoses; 49% had comorbid dysthymia, 62% had ≥ 1 comorbid anxiety disorder, and 28% had a comorbid substance use disorder. Self-reported antiretroviral adherence did not differ by the presence of psychiatric comorbidity. However, psychiatric comorbidity was associated with worse physical health and functioning: compared to those with MDD alone, individuals with ≥ 1 comorbidity reported more HIV symptoms (5.1 vs. 4.1, P= .01), and worse mental health-related quality of life on the SF-12 (29 vs. 35, P< .01). Conclusion: For HIV patients with MDD, chronic depression and psychiatric comorbidity are strikingly common, and this complexity is associated with greater HIV disease severity and worse quality of life. Appreciating this comorbidity can help clinicians better target those at risk of harder-to-treat HIV disease, and underscores the challenge of treating depression in this population.