People with depression and other mental illness comprise a growing proportion of individuals living with HIV in the United States; at the same time, the prevalence of HIV among mentally ill individuals is at least seven times higher than in the general population. Individuals with mental illness are particularly vulnerable to infection with HIV because of several factors, including the higher prevalence of poverty, homelessness, high-risk sexual activities, drug abuse, sexual abuse, and social marginalization found in this population. Nevertheless, mentally ill individuals are often not screened for HIV and may not be appropriately targeted in current HIV prevention efforts. Moreover, despite widespread access to antiretroviral treatment in the United States, HIV outcomes among mentally ill individuals continue to be poor. This disparity can be explained by several interrelated factors, including lower rates of highly active antiretroviral therapy (HAART) utilization, lower rates of adherence to HAART, and immunologic changes associated with mental illness itself. We need to improve our design of prevention, screening, and treatment programs to better reach individuals with comorbid HIV and mental illness.