At bivariate analysis, participants with major depressive disorder were more likely to have AIDS-related stigma [OR 1.61, CI (1.19–2.17)], an opportunistic infection [OR 1.89, CI (1.05–3.38)], and a lower CD4 ≥200) [OR 0.52 CI (0.27–0.99)]. This evidence concerns the gene CD4 and major depressive disorder.