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Relationships between mental health symptoms (anxiety and depression) or a positive state of mind and behavior associated with HIV transmission (substance use and risky sexual behavior) were explored in a longitudinal study of persons living with HIV (PLH; N = 936) who were participants in a transmission-prevention trial. Bivariate longitudinal regressions were used to estimate the correlations between mental health symptoms and HIV-related transmission acts for 3 time frames: at the baseline interview, over 25 months, and from assessment to assessment. At baseline, mental health symptoms were associated with transmission acts. Elevated levels of mental health symptoms at baseline were associated with decreasing alcohol or marijuana use over 25 months. Over 25 months, an increasingly positive state of mind was associated with decreasing alcohol or marijuana use; an increasingly positive state of mind in the immediate intervention condition and increasing depressive symptoms in the lagged condition were related to increasing risky sexual behavior. Our findings suggest that mental health symptoms precede a decrease in substance use and challenge self-medication theories. Changes in mental health symptoms and sexual behavior occur more in tandem.