Depression and depressive symptoms predict poor adherence to medical therapy, but the association is complex, nonspecific, and difficult to interpret. Understanding this association may help to identify the mechanism explaining the results of interventions that improve both medical therapy adherence and depressive symptoms as well as determine the importance of targeting depression in adherence interventions. We previously demonstrated that Managed Problem Solving (MAPS) focused on HIV medication adherence improved adherence and viral load in patients initiating a new antiretroviral regimen. Here, we assessed whether MAPS improved depressive symptoms and in turn, whether changes in depressive symptoms mediated changes in adherence and treatment outcomes. We compared MAPS to usual care with respect to presence of depressive symptoms during the trial using logistic regression. We then assessed whether MAPS' effect on depressive symptoms mediated the relationship between MAPS and adherence and virologic outcomes using linear and logistic regression, respectively. Mediation was defined by the disappearance of the mathematical association between MAPS and the outcomes when the proposed mediator was included in regression models. Although MAPS participants had a lower rate of depressive symptoms (OR = 0.45, 95% confidence interval 0.21-0.93), there was no evidence of mediation of the effects of MAPS on adherence and virological outcome by improvements in depression. Thus, interventions for medication adherence may not need to address depressive symptoms in order to impact both adherence and depression; this remains to be confirmed, however, in other data.