This study addressed two aims: (1) to assess the level of depressive symptoms among pregnant, HIV-infected racial and ethnic minority women and (2) to identify potentially modifiable factors associated with prenatal depression in order to foster proactive clinical screening and intervention for these women. Baseline interview data collected from HIV-infected women participating in the Perinatal Guidelines Evaluation Project were analyzed. Participants were from prenatal clinics in four areas representative of the U.S. HIV/AIDS epidemic among women. Of the final sample (n = 307), 280 were minorities (218 blacks [African American and Carribean], 62 Hispanic). Standardized interviews assessed potential psychosocial factors associated with pregnancy-related depression and psychological distress (life stressors, inadequate social support, and ineffective coping skills) in a population for whom little work has been done. Depressive symptomatology was considerable, despite excluding somatic items in order to avoid confounding from prenatal or HIV-related physical symptoms. The psychosocial factors significantly predicted the level of prenatal depressive symptoms beyond the effects of demographic and health-related factors. Perceived stress, social isolation, and disengagement coping were associated with greater depression, positive partner support with lower depression. These findings demonstrate that psychosocial and behavioral factors amenable to clinical intervention are associated with prenatal depression among women of color with HIV. Routine screening to identify those currently depressed or at risk for depression should be integrated into prenatal HIV-care settings to target issues most needing intervention.