Women with symptomatic HIV clinical stage IV (AOR =3.61, 95% CI (1.07-12.2) for anxiety and clinical stage III (AOR = 2.06, 95% CI (0.75-5.61) for depression, those with CD4 cell count below 250 (AOR=1.62, 95% CI (0.79-3.32) for anxiety and (AOR =1.14, 95% CI (0.57-2.28) for depression, as well as those with an opportunistic infection, were more likely to suffer from anxiety and depression. This evidence concerns the gene CD4 and major depressive disorder.