Women with symptomatic HIV clinical stage III (AOR =2.06, 95% C.I (0.75-5.61), with CD4 cell count below 250 (AOR = 1.14, 95% C.I (0.57-2.28), and with co-infections (AOR= 1.04, 95% C.I (0.40-2.71) also suffered from depression. Here, CD4 is linked to major depressive disorder.