As many as 50% of people living with HIV/AIDS report cognitive difficulties, which can be associated with objective neuropsychological impairments and depression. A number of studies have demonstrated an association between higher social support and lower rates of depression. Using a cross-sectional design, we examined the role social support may play in attenuating the effects of both neuropsychological status and depression on cognitive difficulties. A total of 357 participants completed a battery of neuropsychological tests, questionnaires about cognitive difficulties and depression, and an interview that included an assessment of perceived level of social support. A multivariate linear regression analysis revealed that higher levels of cognitive symptom burden were significantly associated with depression (P<0.05) while lower levels of cognitive symptom burden were significantly associated with greater social support (P<0.01) and higher level of education (P<0.05). There was a significant interaction between neuropsychological status and depression (P<0.001); the presence of neuropsychological impairment with depression was associated with higher levels of cognitive symptom burden. There was also a significant interaction between social support and depression (P<0.05). Interestingly, social support was also associated with a lower cognitive symptom burden for non-depressed individuals living with HIV/AIDS. These findings have important clinical implications for promoting psychological well-being in persons living with HIV/AIDS. To improve quality of life, it is important to screen for and identify individuals with HIV/AIDS who may be depressed and to intervene appropriately. Further research should examine the potential role of social support interventions in modifying the effects of both depression and neuropsychological status on cognitive symptom burden.