BackgroundMDD and HIV/AIDS have a high prevalence worldwide with severe consequences for patients. In both conditions, compliance with treatment is key to successfully treat these disorders. In the current study, we examine the effect of MDD on the compliance with ADs in patients diagnosed with co-morbid HIV/AIDS and how different classes of ADs influence compliance in this group of patients.MethodsA prospective, cohort study design was used to analyse nationally representative medicine claims data submitted to a privately-owned South African Pharmaceutical Benefit Management (PBM) company. Two groups were distinguished in the database, namely patients with only MDD and patients with both MDD and HIV/AIDS, over a six-year study period. The study population was determined by the following inclusion criteria: patients older than 18 years, MDD should be diagnosed by a psychiatrist supported by an appropriate ICD-10 code, and all patients have to be on combination antiretroviral treatment (cARV) treatment. The medicine possession ratio (MPR) was used as proxy to determine patient compliance with AD medication.Results127 patients (i.e. 0.24%) met the criteria of co-morbid MDD and HIV/AIDS. Females have a significantly higher prevalence of MDD and HIV/AIDS when compared to males. Patients diagnosed with both HIV/AIDS and MDD (74.43. ± 32.03, 95% Cl: 71.51-77.34) have a statistical significantly (p < 0.0001) lower compliance with AD treatment vs. MDD patients (80.94% ± 29.44, 95% Cl: 80.56-81.33), but the practical significance thereof, is low (Cohen’s d = 0.2255). In this group only 26.83% of TCA had acceptable compliance compared to the 58.57% of SNRIs. Noteworthy observations were that 75% (p < 0.0217; Cramer’s V = 0.0388) of venlafaxine and 28.6% (p < 0.0197; Cramer’s V = −0.0705) of the paroxetine items were compliant in patients diagnosed with both HIV/AIDS and MDD.ConclusionsAD compliance is statistical significantly lower in depressed HIV/AIDS vs. depressed non-HIV/AIDS patients. However, these differences is of low practical or clinical significance, meaning that depressed HIV/AIDS patients would have missed approximately two AD doses (6.5% of a 30-day treatment period) more than the non-HIV/AIDS depressed patient over the same treatment period.Electronic supplementary materialThe online version of this article (doi:10.1186/s12981-015-0050-2) contains supplementary material, which is available to authorized users.