Iron homeostasis is essential for brain health, and iron is also required for HIV replication, but the role of iron is largely unexplored in HIV-associated neurocognitive disorders. These disorders remain extremely common in people with HIV, despite antiretroviral therapy capable of suppressing viral replication, and they involve damage to white matter tracts and synaptodendritic architecture in the brain. We hypothesized that cerebrospinal fluid (CSF) levels of iron and two proteins involved in iron delivery, mitochondrial function, and protection against iron-mediated oxidative stress (H-ferritin and transferrin) are associated with neurocognitive performance over time in adults with HIV. These CSF iron-related biomarkers were measured at baseline (entry) in 403 adults with HIV from a large, prospective observational study who underwent comprehensive neurocognitive assessments at 6-month intervals. All participants were assigned a Global Deficit Score (GDS) and neurocognitive change status (improving/stable/declining), compared to baseline, at each visit. Biomarker associations with change status, and GDS differences over 30, 36, and 42 months of follow-up, were evaluated by multivariable regression. GDS-defined neurocognitive impairment was present in 120 study participants at entry (29.8%); 73% were on antiretroviral therapy. Of 267 participants with longitudinal follow-up, 16% were improving neurocognitively, and 20% were declining at their last follow-up visit (median 36 months). In multivariable-adjusted analyses, higher baseline CSF H-ferritin predicted improving neurocognitive performance at the last assessment (p=0.029), and a better GDS over at least 30 months. Higher H-ferritin levels were also associated with better GDS-defined neurocognitive performance over 30, 36, and 42 months in virally suppressed individuals (p-values <0.01 at all three time-points) and individuals aged<50 (all p-values <0.05). Higher CSF transferrin beneficially influenced GDS-defined neurocognitive performance at all three follow-up visits (all p<0.05), particularly in viremic individuals and people with HIV aged 50 and over, but the associations lost statistical significance in analyses restricted to virally suppressed persons. Significant multiplicative interactions with comorbidity were observed for both H-ferritin and transferrin in viremic adults. In summary, higher CSF H-ferritin is associated with better neurocognitive performance over time in adults with HIV, particularly in younger and virally suppressed individuals on antiretroviral therapy. Higher CSF transferrin may be particularly neuroprotective in pro-inflammatory settings such as in older and/or viremic people with HIV. Overall, our findings could reflect better iron delivery to neurons and myelinating oligodendrocytes, better mitochondrial function, and reduced oxidative stress under specific scenarios (e.g., viremia/aviremia) of HIV infection, and they may provide a rationale for the use of iron-modulating interventions to prevent or treat neurocognitive decline in people with HIV.