High rates of both HIV and depression are seen in prison populations; depression has been linked to disease progression in HIV, risky behaviors, and medication non-adherence. Despite this, few studies have examined HIV-infected inmates with depression. We therefore conducted an exploratory study of a sample of HIV-infected inmates in North Carolina prisons (N = 101) to determine what proportion of this sample screened positive for depression and whether depression was associated with different pre-incarceration characteristics or post-release needs. A high proportion of HIV infected inmates (44.5%) screened positive for depression. Depressed inmates were significantly more likely have low coping self-efficacy scores (180 vs. 214), to report having had resource needs (OR = 2.91) prior to incarceration and to anticipate needing income (OR = 2.81), housing (OR = 4.07), transportation (OR = 9.15), and assistance with adherence (OR = 8.67) post-release. We conclude by discussion the implications of our findings for prison based care and effective prison release planning for HIV infected inmates.