HIV/AIDS and depression are often thought to be interlinked. HIV positive cases may trigger symptoms of depression which, in turn, may result in risky sexual behavior and spread of HIV. Interviews were conducted in 104 patients of HIV/AIDS at the Anti-Retroviral Therapy (ART) Clinic of a teaching hospital in Uttar Pradesh (India) to study depression and examine its prevalence and association, if any, with some socio-demographic and clinical variables. The tools used to assess anxiety and depression and their severities were General Health Questionnaire (GHQ) 28 and Montgomery-Asberg Depression Rating Scale (MADRS) . The majority of patients were of age 35 years & above (62%), males (67%), married (85%), Hindus (88%), literate (73.1%), unemployed (35%) and of upper-lower socio-economic status (52%). Significant association of depression was found with religion, occupation and socio-economic status. Depression and anxiety were also found to be significantly associated with each other. There was, however, no association of depression with respondents' age, gender, marital status, education, habitat, income, duration of illness from HIV/AIDS and the CD4 count. The high prevalence rate (67.3%) of depression amongst HIV patients in our study may be taken as marker to alert Counsellors of country's ART Clinics for possible risk of depression in HIV patients. The above findings however, should be interpreted in the light of the fact that a parallel control group in the study was not included, studied sample was not large enough and the tools used to study the subjects for depression and anxiety were not adequately standardized.