The diagnosis of lifetime major depressive disorders (MDDs) and of current major depressive episodes (MDEs) are relatively common in HIV-infected individuals, and often are assumed to influence neuropsychological (NP) performance. Although cross-sectional studies of HIV-infected individuals generally have found no systematic link between current MDE or depressive symptoms and NP performance, longitudinal studies are needed to clarify whether incident MDE may impact NP functioning in at least some cases. Two hundred twenty-seven human immunodeficiency virus (HIV)-infected adult men, who did not meet criteria for a current MDE at baseline, participated in a longitudinal NP study for an average of two years. Participants received repeated NP assessments, as well as structured psychiatric interviews to ascertain presence or absence of both lifetime MDD and current MDE. Ninety-eight participants had a lifetime history of MDD, and 23 participants met criteria for incident MDE at one of their follow-up evaluations. Groups with and without lifetime MDD and/or incident MDE had comparable demographics, HIV disease status and treatment histories at baseline, and numbers of intervening assessments between baseline and the final follow-up. Lifetime MDD was associated with greater complaints of cognitive difficulties in everyday life, and such complaints were increased at the times of incident MDE. However, detailed group comparisons revealed no NP performance differences in association with either lifetime or incident major depression. Finally, NP data from consistently nondepressed participants were used to develop "norms for change" and these findings failed to show any increased rates of NP worsening among individuals with incident MDE. Our results suggest that neurocognitive impairment and major depression should be considered as two independent processes.