Depression contributes to worse general and HIV-related clinical outcomes. We examined the prevalence of and factors associated with depressive symptomatology among HIV-infected crack cocaine users recruited for Project HOPE (Hospital Visit is an Opportunity for Prevention and Engagement with HIV-positive Crack Users). We used multiple logistic regression to determine sociodemographic correlates associated with screening in for depression. Among 291 participants, three-quarters (73.5%) were identified as depressed. Higher odds of screening in for depression was associated with food insufficiency and monthly income below $600. Alcohol and crack use were not associated with screening in for depression. Depressive symptomatology is extremely prevalent among HIV-infected crack cocaine users and is associated with food insufficiency and lower income. Screening for depression and food insecurity should be included in HIV prevention and treatment programs. Improved recognition and mitigation of these conditions will help alleviate their contribution to HIV-related adverse health outcomes.