HIV infection, even when well controlled, may be associated with important mental health problems. We sought to investigate anxiety, depression, and health-related quality of life using screening measurements in patients with HIV infection and to examine their dependency on biosocial parameters relating to HIV. Prospective clinical, virologic, and immunologic data were obtained in a cross-sectional study within the Swiss HIV Cohort Study. Four self-reported questionnaires were used in 397 HIV-infected individuals. The scores for anxiety and depression were high as measured by the Hospital Anxiety and Depression Scale (HADS) and the State Trait Anxiety Inventory (STAI). Half the population scored <75 on a visual analog scale (VAS) Patients were also affected in their quality of life as measured by the HIV Medical Outcome Study (HIV-MOS). Almost all scores were significantly worse for intravenous drug users compared with other transmission groups. People who were employed, with a higher education or with higher CD4 count tended to score better, whereas those who had been hospitalized within the last 6 months, infected for a longer time, with higher viral load, or loss of weight scored significantly worse. A multivariate analysis showed higher education, being employed, low viral load, female gender, and shorter HIV disease duration to be associated with better scores. This study highlights the importance of mental health assessment regardless of HIV-disease parameters.