We evaluated the prevalence and correlates of depressive symptoms prior to HIV diagnosis and determined the effect of these symptoms on seeking HIV care at an urban and rural clinic in Durban, South Africa. Adults were administered a questionnaire which included the 5-item Mental Health Index (MHI-5) before HIV testing. We determined the depressive symptoms among HIV-infected subjects. Of 1,545 newly-diagnosed HIV-infected subjects, 55% had depressive symptoms by MHI-5 score. Enrolling at the urban clinic and decreasing functional activity score were associated with depressive symptoms. Subjects with depressive symptoms who were referred for HIV testing by a healthcare provider were less likely to obtain a CD4 count than those without depressive symptoms who self-referred for testing. Depressive symptoms were common among newly-diagnosed HIV-infected participants and impacted CD4 uptake. Depression screening at the time of HIV diagnosis is critical for improving linkage to mental health and HIV services in South Africa.