Introduction. Studies show that women with HIV have higher depression, anxiety symptoms and worse quality of life than men with HIV, but limited data on mental health status of people living with HIV (PLWH) is available in Mexico, hindering the development of specific mental health interventions. Objective. To compare the frequency and severity of depression and anxiety symptoms between men and women of a HIV specialized clinic of Mexico City. Method. Data were derived from a cross-sectional survey on condom use and serostatus disclosure carried out between 2012-2013. Data from Beck Depression Inventory (BDI), Beck Anxiety Inventory (BAI) and sociodemographic characteristics were included in this study. Non-parametric tests were used to compare sociodemographic, clinical and psychological variables and odds ratio were calculated. Results. 291 PLWH were included, 13.1% (n = 38) were women. Significant differences between genders were found in sociodemographic variables (age, marital status, occupation, education, sexual orientation), but not in clinical variables. Depression symptoms were present in 45% of women versus 18.6% of men (x 2 = 13.17, p < .001) and anxiety symptoms were present in 47.4% of women and 30% of men (x 2 = 4.53, p = .033). In unadjusted analysis, women had 3.5 times higher risk than men of presenting depression symptoms (OR = 3.54, 95% CI = 1.61-7.65, p < .001) and 2 times higher risk of having anxiety symptoms than men (OR = 2.01, 95% CI = 0.98-4.42, p < .033). Discussion and conclusion. An important percentage of participants had depression and anxiety symptoms; women showed greater frequency and severity of symptoms as well as greater socioeconomic vulnerability. Mental health interventions are needed and should take into consideration the gender specific differences.