Affective disorders have been reported as the most common mental health problem in persons with HIV infection. Depression has a significant impact on the quality of life of persons living with HIV and AIDS and is associated with HIV disease progression and mortality, even after controlling for sociodemographic and clinical characteristics and substance abuse. Depression has been also reported as one of the main causes of poor adherence with antiretroviral regimens. However, no published investigation has specifically focused on the relationship between depression and adherence to antiretroviral therapy. Nonetheless, information on the association between depressive symptoms and adherence may be gathered from investigations carried out to explore determinants of adherence with antiretroviral therapy. Findings from available studies show a substantial and consistent relationship between adherence to antiretroviral regimens and depression. Early recognition and proper management of depressive comorbidity could be an effective intervention strategy to improve adherence and may make a difference in the quality of life, social functioning, and disease course of people with HIV.