Adverse effects from antiretroviral therapy (ARV) for HIV are associated with medication nonadherence. The purposes of this study were to explore group differences in the reporting of adverse effects, identify individual adverse effects that are linked to nonadherence, and to explore the role of coping in the relationship between adverse effects and adherence. Cross-sectional interviews of 2,765 HIV-positive adults on ARV therapies in four U.S. cities were performed using a computerized assessment of self-reported adverse effects, coping self-efficacy, and adherence. There were no gender differences in the rate or severity of adverse effects reported. Latino respondents reported more adverse effects than either White or African Americans. Those taking a protease inhibitor (PI) reported a higher rate and greater severity of adverse effects. Older participants reported fewer adverse effects despite being more likely to be on a regimen containing a PI. Respondents with less than 90% adherence reported greater numbers and severity of adverse effects overall. In multivariate analyses, nausea, skin problems, vomiting, and memory adverse effects were independently related to less than 90% adherence over the prior three days. Coping moderated the relationship between nausea and adherence such that individuals who reported lower coping self-efficacy and experienced nausea were at increased risk for nonadherence, regardless of the length of time on the current ARV regimen. Women and men are similar in their overall reports of adverse effects, and Latinos report more adverse effects to ARVs than White or African American patients. Specific adverse effects (skin problems, memory problems, vomiting, and nausea) are more likely than others to be associated with missing ARV medications. Increasing adaptive coping self-efficacy among patients experiencing nausea may be a particularly effective strategy in increasing medication adherence.