Moderate/severe anxiety symptoms were associated with HIV-related stigma (prevalence ratio (PR) 1.24 95%CI 1.14–1.34 per HSS unit increase), lower self-esteem (PR 0.83 95%CI 0.78–0.90 per RSES point increase), CD4 ≤350 cells/mm3 (PR 2.29 95%CI 1.06–4.97), having no-one at home who knew the respondent’s HIV status (PR 9.15 95%CI 3.40–24.66 vs all know) and, among BHIV, less stable living situation (PR 6.83 95%CI 1.99–23.48 for ≥2 vs no home moves in last 3 years) and history of drug use (PR 4.65 95%CI 1.83–11.85). Here, CD4 is linked to Anxiety.