OBJECTIVE: Depression is highly prevalent among people living with HIV/AIDS (PLWHA) and has deleterious effects on HIV clinical outcomes. We examined changes in depression symptoms, viral suppression, and CD4 T cells/μl among PLWHA diagnosed with depression who initiated antidepressant treatment during routine care, and compared the effectiveness of dual-action and single-action antidepressants for improving those outcomes. DESIGN: Comparative effectiveness study of new user dual-action or single-action antidepressant treatment episodes occurring from 2004 to 2014 obtained from the Center for AIDS Research Network of Integrated Clinical Systems. METHODS: We identified new user treatment episodes with no antidepressant use in the preceding 90 days. We completed intent-to-treat and per protocol evaluations for the main analysis. Primary outcomes, were viral suppression (HIV viral load <200 copies/ml) and CD4 T cells/μl. In a secondary analysis, we used the Patient Health Questionnaire-9 (PHQ-9) to evaluate changes in depression symptoms and remission (PHQ <5). Generalized estimating equations with inverse probability of treatment weights were fitted to estimate treatment effects. RESULTS: In weighted intent-to-treat analyses, the probability of viral suppression increased 16% after initiating antidepressants [95% confidence interval = (1.12, 1.20)]. We observed an increase of 39 CD4T cells/μl after initiating antidepressants (30, 48). Both the frequency of remission from depression and PHQ-9 scores improved after antidepressant initiation. Comparative effectiveness estimates were null in all models. CONCLUSION: Initiating antidepressant treatment was associated with improvements in depression, viral suppression, and CD4 T cells/μl, highlighting the health benefits of treating depression in PLWHA. Dual and single-action antidepressants had comparable effectiveness.