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OBJECTIVE: The authors’ goal was to investigate the relationship between depression and HIV risk behaviors or sexually transmitted disease (STD) diagnosis at an urban STD clinic. METHOD: Using audio computer-assisted self-interview, 671 STD clinic patients answered questions about HIV risk behaviors and depression in a large-scale, cross-sectional study. A subset of the patients (N=201) was evaluated for current major depressive disorder by interviewers using the nonpatient edition of the Structured Clinical Interview for DSM-IV. RESULTS: Depressed patients were more likely to have sex for money or drugs, to have had sex with an intravenous drug user, to have sex when “high” on alcohol or drugs, to have a greater number of lifetime sex partners, and to abuse alcohol or drugs than were nondepressed patients. Associations of HIV risk behaviors with depression persisted after adjustment for substance abuse. CONCLUSIONS: Depression in STD clinic patients is associated with HIV risk behaviors but not STD diagnosis. Identifying depression and developing strategies to intervene effectively may reduce HIV risk behaviors and improve health outcomes.