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A better understanding of the relationship between depression and HIV-related outcomes, particularly as it relates to adherence to treatment, is critical to guide effective support and treatment of individuals with HIV and depression. We examined whether depression was associated with attrition from care in a cohort of 610 HIV-infected adults in rural Rwanda and whether this relationship was mediated through suboptimal adherence to treatment.The association between depression and attrition from care was evaluated with a Cox proportional hazard model and with mediation methods that calculate the direct and indirect effects of depression on attrition and are able to account for interactions between depression and suboptimal adherence. Depression was assessed with the Hopkins Symptom Checklist-15; attrition was defined as death, treatment default, or loss to follow-up.Baseline depression was significantly associated with time to attrition after adjustment for receipt of community-based accompaniment, physical functioning quality of life score, and CD4 cell count (HR=2.40, 95% CI 1.27 to 4.52, p=0.005). In multivariable mediation analysis, we found no evidence that the association between depression and attrition after 3 months was mediated by suboptimal adherence (direct effect of depression on attrition: OR=3.90 (1.26 to 12.04), p=0.02; indirect effect: OR=1.07 (0.92 to 1.25), p=0.38).Even in the context of high antiretroviral therapy adherence, depression may adversely influence HIV outcomes through a pathway other than suboptimal adherence. Treatment of depression is critical to achieving good mental health and retention in HIV-infected individuals with depression.