A history of traumatic and/or stressful experiences is prevalent among HIV-infected individuals and has been consistently associated with poorer health outcomes. However, little is known about incident stressful experiences and the factors that predict these experiences among HIV-infected individuals. Data from a longitudinal study of 611 HIV-infected individuals in the Southeastern USA were used to examine the frequency and types of incident stress reported in a 27-month period and to determine predictors associated with three incident stress measures (all stressful events, severe stressful events, and traumatic events such as physical assault). Incident stressful experiences frequently occurred among study participants, as 91% reported at least one stressful experience (median = 3.5 experiences) and 10% of study participants reported traumatic stress in any given nine-month reporting period. Financial stressors were the most frequently reported by study participants. Greater emotional distress, substance use, and a higher number of baseline stressful experiences were significantly associated with reporting a greater number of incident stressful experiences and any traumatic experiences. Study results indicate that efforts are needed to identify individuals at risk for traumatic events and/or substantial stressors and to address the factors, including mental health and substance abuse, that contribute to these experiences. © 2011 Taylor & Francis.