ObjectivesThe objective of this study is to assess the outcomes of children, adolescents and young adults with HIV reported as lost to follow‐up, correct mortality estimates for children, adolescents and young adults with HIV for unascertained outcomes in those loss to follow‐up (LTFU) based on tracing and linkage data separately using data from the International epidemiology Databases to Evaluate AIDS in Southern Africa.MethodsWe included data from two different populations of children, adolescents and young adults with HIV; (1) clinical data from children, adolescents and young adults with HIV aged ≤24 years from Lesotho, Malawi, Mozambique, Zambia and Zimbabwe; (2) clinical data from children, adolescents and young adults with HIV aged ≤14 years from the Western Cape (WC) in South Africa. Outcomes of patients lost to follow‐up were available from (1) a tracing study and (2) linkage to a health information exchange. For both populations, we compared six methods for correcting mortality estimates for all children, adolescents and young adults with HIV.ResultsWe found substantial variations of mortality estimates among children, adolescents and young adults with HIV reported as lost to follow‐up versus those retained in care. Ascertained mortality was higher among lost and traceable children, adolescents and young adults with HIV and lower among lost and linkable than those retained in care (mortality: 13.4% [traced] vs. 12.6% [retained‐other Southern Africa countries]; 3.4% [linked] vs. 9.4% [retained‐WC]). A high proportion of lost to follow‐up children, adolescents and young adults with HIV had self‐transferred (21.0% and 47.0%) in the traced and linked samples, respectively. The uncorrected method of non‐informative censoring yielded the lowest mortality estimates among all methods for both tracing (6.0%) and linkage (4.0%) approaches at 2 years from ART start. Among corrected methods using ascertained data, multiple imputation, incorporating ascertained data (MI(asc.)) and inverse probability weighting with logistic weights were most robust for the tracing approach. In contrast, for the linkage approach, MI(asc.) was the most robust.ConclusionsOur findings emphasise that lost to follow‐up is non‐ignorable and both tracing and linkage improved outcome ascertainment: tracing identified substantial mortality in those reported as lost to follow‐up, whereas linkage did not identify out‐of‐facility deaths, but showed that a large proportion of those reported as lost to follow‐up were self‐transfers.