Background. HIV is a chronic life-threatening illness and, like other similar chronic and stigmatizing illnesses, can be stressful to manage. Depression is a common mental health problem that deteriorates the quality of life of people with HIV/AIDS and found to be a strong predictor for noncompliance to antiretroviral therapy treatment. Therefore, epidemiological evidence on the factors associated with depression among patients with HIV/AIDS can contribute towards effective and efficient preventive health care strategies for this population. Objectives. To assess the prevalence and factors associated with depression among HIV/AIDS-infected patients attending ART clinic at Jimma University Medical Center, Jimma, Southwest Ethiopia, in 2018. Methods. This study followed an institution-based cross-sectional quantitative study design. A simple random sampling method yielded 303 participants who were interviewed from April to May 2018, using a pretested questionnaire, followed by their card review. The SPSS version 23 was used for bivariate analysis which was used to find out the significance of association. Variables that showed association in bivariate analysis at p value < 0.25 were entered to multivariable logistic regressions to control for confounders, and the significance of association was determined by 95% confidence interval and p value < 0.05. Results. The point prevalence of depression was 94 (31%). Variables like sex (AOR=0.510 (95%CI=0.264‐0.986)), marital status (AOR=3.610 (95%CI=1.649‐7.901)), opportunistic infection (AOR=3.122 (95%CI=1.700‐5.733)), and medication adherence (AOR=0.470 (95%CI=0.266‐0.831)) were significantly associated with depression. Conclusion and Recommendation. From the findings of this study, it is possible to conclude that depression was highly prevalent among people living with HIV/ADS. Sex, marital status, opportunistic infection, and medication adherence were found to be associated with depression and need attention from the health professional working in the ART clinic.