Abstract Depression affects up to 30% of human immunodeficiency virus (HIV)-infected individuals. We estimated joint effects of antiretroviral therapy (ART) initiation and depressive symptoms on time to death using a joint marginal structural model and data from a cohort of HIV-infected women from the Women's Interagency HIV Study (conducted in the United States) from 1998–2011. Among 848 women contributing 6,721 years of follow-up, 194 participants died during follow-up, resulting in a crude mortality rate of 2.9 per 100 women-years. Cumulative mortality curves indicated greatest mortality for women who reported depressive symptoms and had not initiated ART. The hazard ratio for depressive symptoms was 3.38 (95% confidence interval (CI): 2.15, 5.33) and for ART was 0.47 (95% CI: 0.31, 0.70). Using a reference category of women without depressive symptoms who had initiated ART, the hazard ratio for women with depressive symptoms who had initiated ART was 3.60 (95% CI: 2.02, 6.43). For women without depressive symptoms who had not started ART, the hazard ratio was 2.36 (95% CI: 1.16, 4.81). Among women reporting depressive symptoms who had not started ART, the hazard ratio was 7.47 (95% CI: 3.91, 14.3). We found a protective effect of ART initiation on mortality, as well as a harmful effect of depressive symptoms, in a cohort of HIV-infected women
