Women who experience antenatal depression may be at increased risk of adverse birth outcomes. Few studies have examined this association among women living with HIV (WHIV). We conducted a prospective cohort study of 2298 pregnant WHIV on antiretroviral therapy (ART) in Dar es Salaam, Tanzania, who were participants in a randomized trial of vitamin D3 supplementation. Depressive symptoms were assessed at 12-27 weeks gestation using the Hopkins Symptoms Checklist (HSCL-25). Generalized estimating equations to account for twins were used to assess the relative risks of adverse birth outcomes. Approximately 67 % of the women in our study population reported symptoms consistent with depression. We observed a 4.0 % prevalence of stillbirth and a 25.1 % prevalence of preterm birth. We found that low social support, higher education, and more recent initiation of ART were associated with a greater risk of antenatal depression. There was no association of antenatal depression with risk of fetal loss, stillbirth, low birth weight, birth weight, preterm birth, gestational age at delivery, or small-for-gestational age. Depression was self-reported and only collected at one timepoint in pregnancy. Our findings may not be generalizable to all WHIV. Our findings illustrate the high risk of both depression and adverse birth outcomes among WHIV and underscore the need for interventions to improve their mental health and the health of their infants; however, the relationship between depression and birth outcomes remains unclear. Further research on this topic is merited, particularly examining the chronicity and timing of depression in pregnancy.