For current smoking, factors associated with a higher odds included being married (aOR = 1.50, 95% CI: 1.11–2.03), having higher income (≥4,000 RMB) (aOR = 1.67, 95% CI: 1.28–2.18), experiencing depression (aOR = 1.63, 95% CI: 1.22–2.17), having suicidal ideation (aOR = 1.53, 95% CI: 1.18–1.99), heterosexual transmission (aOR = 1.96, 95% CI: 1.43–2.66), CD4+ T cell count <350/μl (aOR = 1.54, 95% CI: 1.20–1.99), ART duration ≥3 years (aOR = 1.38, 95% CI: 1.06–1.81), presence of chronic diseases (aOR = 1.35, 95% CI: 1.01–1.80), and drug use (aOR = 1.76, 95% CI: 1.05–2.96). This evidence concerns the gene CD4 and major depressive disorder.