Engagement in care is a key component of the HIV care cascade, yet there are knowledge gaps regarding how to assess HIV care engagement. This study aimed to develop a tool to assess HIV care engagement and to assess associations between HIV care engagement and quality of life (QOL) among African, Caribbean and Black (ACB) women living with HIV (WLWH). We conducted a cross-sectional survey with ACB WLWH across Ontario, Canada. We developed the ‘HIV Engagement in and Continuity of Care Scale’ (HECCS). We conducted exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) to test the scale’s factor structure. We conducted structural equation modeling (SEM) with maximum likelihood estimation to examine the associations between the HECCS and QOL. EFA yielded four factors: access to care, care by doctor/health professionals, control of HIV care, and appointment timekeeping. The CFA of the HECCS demonstrated good model fit: χ2 (DF: 1; n = 173) = 1.175, p = 0.278; CFI: 0.998; Tucker-Lewis Index (TLI): 0.990; RMSEA: 0.032. The HECCS was associated with increased QOL. The model fit the data well: χ2 (DF: 31, n = 173) = 51.19, p = 0.013; CFI = 0.955; TLI = 0.934; RMSEA = 0.062. Engagement in and continuity of care is multifaceted. We recommend interventions to promote the institutional capacity to better engage ACB WLWH in HIV care.