CD4 and major depressive disorder: Age group of 25–34 years (AOR = 6.58, 95% CI 1.11, 38.9), widowed marital status (AOR = 7.05, 95% CI 2.32, 21.38), perceived stigma (AOR = 2.43, 95% CI 1.13, 5.21)], had opportunistic infections [AOR = 4.96, 95% CI (1.05, 23.34)], HIV non-disclosed HIV status (AOR = 6.34, 95% CI 1.34–29.65), poor and fair drug adherence (AOR = 7.1, 95% CI 2.06, 24.44), CD4 count ≤ 200 (AOR = 5.38, 95% CI 2.37–12.23) were factors significantly associated with depression.