HIV-positive individuals are more likely to be diagnosed with major depressive disorder than HIV-negative individuals. Depression can precede diagnosis and be associated with risk factors for infection. The experience of illness can also exacerbate depressive episodes and depression can be a side effect to treatment. A systematic understanding of which interventions have been tested in and are effective with HIV-seropositive individuals is needed. This review aims to provide a comprehensive understanding of evaluated interventions related to HIV and depression and provide some insight on questions of prevalence and measurement. Standard systematic research methods were used to gather quality published papers on HIV and depression. From the search, 1015 articles were generated and hand searched resulting in 90 studies meeting adequacy inclusion criteria for analysis. Of these, 67 (74.4%) were implemented in North America (the US and Canada) and 14 (15.5%) in Europe, with little representation from Africa, Asia and South America. Sixty-five (65.5%) studies recruited only men or mostly men, of which 31 (35%) recruited gay or bisexual men. Prevalence rates of depression ranged from 0 to 80%; measures were diverse and rarely adopted the same cut-off points. Twenty-one standardized instruments were used to measure depression. Ninety-nine interventions were investigated. The interventions were diverse and could broadly be categorized into psychological, psychotropic, psychosocial, physical, HIV-specific health psychology interventions and HIV treatment-related interventions. Psychological interventions were particularly effective and in particular interventions that incorporated a cognitive-behavioural component. Psychotropic and HIV-specific health psychology interventions were generally effective. Evidence is not clear-cut regarding the effectiveness of physical therapies and psychosocial interventions were generally ineffective. Interventions that investigated the effects of treatments for HIV and HIV-associated conditions on depression generally found that these treatments did not increase but often decreased depression. Interventions are both effective and available, although further research into enhancing efficacy would be valuable. Depression needs to be routinely logged in those with HIV infection during the course of their disease. Specific data on women, young people, heterosexual men, drug users and those indiverse geographic areas are needed. Measurement of depression needs to be harmonized and management into care protocols incorporated.