CD4 and depressive symptom measurement: Current smoking was associated with being male, MSM, of younger age, white ethnicity, CD4 count ≥ 500/mL, never having started ART, having lower social support, symptoms of depression and anxiety, not having money for basic needs, lower education level, alcohol use and dependency, recreational drug use, condom‐less sex, and having more than 10 new partners in the past 12 months.