Depression is the most common mental health issue among people living with HIV/AIDS (PLWHA). This study explored how different types and sources of social support are associated with depression among HIV-infected patients in Vietnam. We carried out a cross-sectional survey on 1,503 HIV-infected patients receiving antiretroviral therapy at two HIV clinics in Hanoi in 2016. Depression was prevalent in 26.2% of participants. Higher score of social support, especially emotional/informational support and positive social interaction, showed significant association with lower depression rate. Although family was primary source of all types of social support, receiving emotional/informational support not only from family but also from outside of family correlated with a lower proportion of depression. In countries with constrained social resources and/or with family-oriented social structures, as in Vietnam, expanding social networks between HIV populations and society is a potentially important option for reducing depression.