Combined antiretroviral therapy (cART) increases longevity for individuals with HIV infection, by promoting suppression of the virus in plasma. However, some individuals receiving cART therapy present HIV-associated neurocognitive disorder (HAND), low CD4+ count, psychiatric disorders, and /or early dementia. The objective of this study was to evaluate some behavioral and laboratory factors that may be associated with more severe forms of HAND, such as HIV-associated dementia (HAD), mild neurocognitive disorder (MND), and depression, even in adults who use cART and have undetectable plasma viral loads, when compared to adults who have the asymptomatic form (ANI). We found a prevalence of 43.4% in persons with HAD/MND forms. Depression (commonly found in the elderly), low educational level, and discontinuation of treatment were found in HIV+ adults with HAD/MND forms. There was a negative correlation with cognitive impairment vs depression levels (r = -0.65) and CD4+ counts vs depression levels (r = -0.79) in 14 depressed individuals with HAD/MND forms. We conclude that these individuals present cognitive disorders (eg, memory deficits) and/or depression on cART, thereby impairing the activities of daily life, due in part to risk factors emphasized in this study.