Efavirenz (EFV) is a potent antiretroviral drug; its use may be limited, however, by psychiatric symptoms that require its discontinuation. We sought to identify the characteristics that placed patients at an elevated risk of discontinuation. Data for this cross-sectional study came from a self-administered questionnaire distributed by French AIDS community associations; it collected information about sociodemographic characteristics, addictive behaviours, treatment regimens, EFV history and depression. Patients remaining on EFV for more than six months were compared with those who stopped taking it. Of the 828 patients who completed the questionnaire, 175 had taken EFV for at least six months, and 152 had discontinued it (median months [IQR] of exposure=4[2–10]). Of these 327 patients (median age=42), 23% were women, 46% were unemployed, 38% had a steady sexual partner and 24% reported a history of multiple depressive episodes. Logistic regression showed that the factors independently associated with EFV discontinuation were female gender (OR[95%CI]=2.2[1.2–3.8]), unemployment (1.8[1.1–2.8]), a steady sexual partner (1.7[1–2.5]) and multiple episodes of depression (2.6[1.5–4.5]). Clinicians should keep in mind the neuropsychiatric risks of EFV during the first year, especially among patients with a history of multiple depressive episodes.