The prevalence of depression among women living with HIV/AIDS is elevated, compared with women in the general population and men diagnosed with HIV/AIDS. Although symptoms of HIV may overlap with somatic symptoms of depression, little research has explored how well screening tools accurately assess depression rather than symptoms of HIV/AIDS among women. The present study examined the utility of a widely used tool for assessing depression symptoms among women living with HIV/AIDS. Data are from the Women’s Interagency HIV Study (WIHS), a multisite, longitudinal cohort study of women living with HIV/AIDS (n = 1,329) and seronegative women (n = 541) matched on key risk factors for HIV/AIDS. Confirmatory factor analysis-based measurement invariance tests of the Center for Epidemiologic Studies Depression Scale (CES-D) were conducted to determine whether women with HIV and those without HIV responded to the scale similarly. Results supported measurement invariance of CES-D scores. Findings suggest that the CES-D can be used to assess for burden of depression symptoms among women diagnosed with HIV/AIDS.