We investigated changes in CD T cell counts related to sleep quality, depression, anxiety, and sociodemographic variables in heterogeneous groups of people living with HIV in a 6-month prospective study. Our longitudinal study involved 247 ambulatory patients living with HIV and using antiretroviral therapy. Sleep quality, anxiety, depression, and CD T cell counts were assessed three times at 3-month intervals. Growth curve mixture modeling was conducted to explore changes over time. A two-class mixture model with logarithmic change pattern fit the data best. For the majority of the sample (89.1%), anxiety, depression, and sleep quality did not change when CD T cells increased. For a small proportion of the sample (11.9%), sleep quality, anxiety, and depression deteriorated when CD T cells decreased. Marital status and alcohol use affected the classification significantly. Health care professionals should provide relevant services to people living with HIV with decreasing CD T cell counts.