Objectives Prevention of comorbidity with HIV infection warrants more attention as people living with HIV (PLWH) tend to live longer in the era of effective antiretroviral therapy (ART). This study aimed to investigate the associations between various psychosocial variables and different comorbid conditions in South Carolina (SC), USA. Methods A cross‐sectional survey was conducted among PLWH from May to September 2018 in SC. Comorbid conditions were based on self‐report data and grouped into sexually transmitted infection (STI) comorbidities, noninfectious chronic comorbidities or any comorbidity. Multivariate logistic regression models were used to analyse the relevant associations. Results Among 402 participants, the prevalence of STI comorbidities, noninfectious chronic comorbidities, and any comorbidity was 61.7%, 21.9% and 69.4%, respectively. The multivariate analysis showed that higher depression scores were associated with an increased risk of any comorbidity, while higher anxiety scores were associated with an increased risk of STI comorbidities or any comorbidity. Higher resilience scores were associated with a decreased risk of noninfectious chronic comorbidities or any comorbidity. Conclusions The association between psychosocial factors and different types of comorbidity could inform holistic interventions, such as providing integrated mental health services (e.g. treating mental health problems or building resilience), to effectively cope with and manage the co‐existing medical conditions of PLWH.