In a multivariate model adjusted for age and sex, depression was associated with 40% lower odds of being linked to care (adjusted odds ratio [aOR]=0.60, 95% CI= 0.46, 0.79) within 90 days of testing positive for HIV and 28% lower odds within the year (adjusted odds ratio [aOR]=0.72, 95% CI=0.52, 0.99).On average, depressed individuals had a greater decrease in CD4 T-count than those without depression in these multivariate analyses, with a difference of 39.6 cells/mm3. This evidence concerns the gene CD4 and major depressive disorder.