Abstract A longitudinal study was conducted to investigate the association between human immunodeficiency virus (HIV) infection, history of major depressive disorder (MDD), and persistent or recurrent MDD among intravenous drug users. Psychiatric disorders were assessed in a sample of HIV-positive (HIV +) and HIV-negative (HIV −) intravenous drug users every 6 months for 3 years. Results indicated that HIV status and baseline MDD independently predicted persistent or recurrent episodes of MDD after gender, drug use, ethnicity, income, and the presence other psychiatric disorders were controlled statistically. Among HIV + intravenous drug users with baseline MDD, 90% experienced at least one subsequent episode of MDD and 47% experienced at least three subsequent episodes of MDD. However, less than 40% of intravenous drug users with current MDD received treatment for emotional problems. These findings indicate that intravenous drug users with HIV infection and a history of MDD are at considerable risk for future episodes of MDD or recurrent MDD, and that increased provision of treatment for intravenous drug users with MDD may be necessary.