Contradictory evidence exists on the role of Major depression disorder (MDD) as a predictor of human immunodeficiency virus (HIV) disease progression, particularly regarding the effect of MDD presence versus pattern of illness. The objective of this study was to examine whether MDD status and pattern of illness differentially predict HIV disease progression. Retrospective cohort data from a six-year follow-up of HIV patients at an outpatient clinic were analyzed. MDD trajectories were identified by latent class growth analysis and generalized linear mixed models were used to examine their relation to low CD4+ T-lymphocyte counts (<200 cells/μL) during follow-up. Among 1,494 HIV patients, four MDD trajectory groups were identified: Low-Chronic, Moderate-Ascending, High-Episodic, and High-Chronic. Trajectory group membership was predicted by male sex (P = .04), minority race (P < .01), older age (P < .01) and low baseline CD4 count (P = .04). The High-Chronic group had lower odds of having a low CD4 count than the Low-Chronic group (adjusted Odds Ratio [aOR]: 0.63; 95%CI: 0.49-0.81) while the Moderate-Ascending group had higher odds (aOR: 1.53; 95%CI: 1.08-2.19). The odds of having a low CD4 count were higher among male (aOR: 1.25; 95%CI: 1.03-1.52), minority races (American Indian [aOR: 1.85; 95%CI: 1.38-2.49] and African Americans [aOR: 1.58; 95%CI: 1.33-1.87]), Hispanic (aOR: 1.52; 95%CI: 1.06-2.18), and divorced/separated patients (aOR: 1.62; 95%CI: 1.16-2.28) but decreased over time (P < .01) across trajectory groups. In this study, because MDD trajectories and CD4 counts were determined based on secondary data abstracted from electronic medical records, the results should be interpreted cautiously due to the potential for selection and misclassification bias. Overall, study findings suggest the pattern of MDD illness among HIV patients can be classified into clinically meaningful trajectory groups that appear to be programmed by known risk factors, and are useful for predicting HIV disease progression. Targeted interventions among at-risk patients may be critical to altering MDD illness patterns and curtailing HIV disease progression.