This study makes an effort to go beyond traditional analytical models to explore the complex and interactive nature of family processes. A total of 79 families affected by HIV in China participated in the study (79 persons living with HIV [PLH] and 79 seronegative family members), with in-person interviews conducted in 2009. A higher level of depressive symptoms was reported by PLH participants than their family members. Negative associations between depressive symptoms and social support and family relations were observed for both PLH and their family members. Results from actor-partner interdependence models indicate that the depressive symptoms of PLH and their family members were positively correlated when either the family relations measure or the social support measure was included in the model. Results highlight the link between family experience and individual well-being, with implications for designing and implementing interventions for families impacted by HIV.