CD4 and major depressive disorder: Recreational drug use in the preceding 3 months was associated in univariable analysis with being male, MSM, younger age, white ethnicity, CD4 count ≥ 500/mL, never having started ART, depression symptoms, having money for basic needs, having formal qualifications, alcohol use and dependency, and current and ex‐smoking, and had strong associations with condom‐less sex, having more than 10 new partners in the past 12 months, and lower condom use with casual partners.