Self-reported sleeping problems (AOR = 7.04, 95% CI: 3.23, 15.33), CD4 level of <200 (AOR = 5.45, 95% CI: 2.06, 14.42), poor social support (AOR = 2.79, 95% CI: 1.17, 6.67), and perceived stigma (AOR = 9.11, 95% CI: 1.17, 17.33) were significantly associated with depressive symptoms among HIV/AIDS patients at Nekemte town public hospitals. Here, CD4 is linked to AIDS.