Depression and HIV are common comorbid and their symptoms are inter-related. Depression remains disproportionately more prevalent among women who live in low-income countries and HIV circumstances, it is vastly ignored or not identified. Therefore, little is understood about the suffering of depression by women living with HIV (WLHIV). The purpose of this study is to explore the experience of depression among women living with HIV. A generic qualitative design was used. This research was part of a wider mixed-method study. The an-in-depth interview was carried out among women who follow-up Antiretroviral Therapy (ART) and who were eligible after depression screening. An interview guide was used for the data collection and the data was analyzed with the application of N-Vivo (version 11.0). Hence, a total of twenty-one women completed in this phase of the study. Seven themes and thirteen categories emerged. These included; stressful life events, the participation of social activities, concern over community acceptance, negative self-perception, feeling hopelessness, and coping with psychological disturbances. However, this finding has revealed, in the course of the multifaceted nature of HIV and depression comorbidity, women’s experience was not constant instead it remained dynamic which determined the different psychosocial and clinical dimensions of the illnesses. This study has elaborated that HIV positive women’s experience with depression was merely related to their psychosocial aspects, internalized personal attributes, disease traits regarding their life with comorbid diseases; HIV, and depression. Therefore, future initiatives should concentrate on incorporating mental health services in to clinical HIV set-up.