Depression, alcohol use disorders (AUD), and neurocognitive disorders are the 3 most prevalent mental, neurological, and substance use disorders in people living with HIV infection in low- and middle-income countries (LMICs). Importantly, they have an impact on everyday functions and on HIV outcomes. Many LMICs have validated tools to screen for and diagnose depression and AUD in the general population that can be used among people living with HIV infection. Current screening and diagnostic methods for HIV-associated neurocognitive disorders in the era of antiretroviral therapy are suboptimal and require further research. In our view, 2 research priorities are most critical. One is the development of an integrated screening approach for depression, AUD, and neurocognitive disorders that can be used by nonspecialists in LMICs. Second, research is needed on interventions for depression and AUD that also target behavior change, as these could impact on adherence to antiretroviral therapy and improve mental symptoms. Mentorship and fellowship schemes at an individual and institutional level need to be further supported to build capacity and provide platforms for research on HIV and mental, neurological, and substance use disorders in LMICs.