Antiretroviral therapy (ART) is a type of medication treatment for HIV that impairs the virus's ability to multiply. When used properly, it has been shown to be successful in reducing HIV-related deaths. A high adherence rate to ART is required to adequately suppress the virus, limit drug resistance, and reduce transmission. HIV infected people who are depressed often experience increased difficulty with adhering to their ART regimen. This study will compare the effectiveness of a cognitive behavioral intervention that targets both depression and adherence versus usual care practices which may or may not include mental health intervention with the goal of improving ART adherence among HIV infected adults with depression who are experiencing difficulty with adhering to their medication regimen.