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OBJECTIVE: Subsyndromal major depressive disorder is common among HIV-positive adults. This study was designed to assess the efficacy of dehydroepiandrosterone (DHEA) as a potential treatment. METHOD: One hundred forty-five patients with subsyndromal depression or dysthymia were randomly assigned to receive either DHEA or placebo; 90% (69 of 77) of the DHEA patients and 94% (64 of 68) of the placebo patients completed the 8-week trial. The primary measure of efficacy was a Clinical Global Impression improvement rating of 1 or 2 (much or very much improved) plus a final Hamilton Depression Rating Scale score ≤8. Outcome was assessed by using intent-to-treat analysis, followed by completer analysis. Safety was assessed by queries about side effects at every study visit plus measures of CD4 cell count and HIV RNA viral load at baseline and week 8. DHEA dosing was flexible (100–400 mg/day). RESULTS: On the basis of clinicians’ ratings, DHEA was superior in the intent-to-treat analysis, where the response rate was 56% (43 of 77) for the DHEA group versus 31% (21 of 68) for the placebo group. In the completer analysis, the response rate was 62% (43 of 69) for the DHEA group, compared to 33% (21 of 64) for the placebo patients. The number needed to treat was 4 on the basis of intent-to-treat data and 3.4 on the basis of completer data. Few adverse events were reported in either treatment group, and no significant changes in CD4 cell count or HIV RNA viral load were observed in either group. CONCLUSIONS: Nonmajor but persistent depression is common in patients with HIV/AIDS, and DHEA appears to be a useful treatment that is superior to placebo in reducing depressive symptoms. The low attrition rate in this group of physically ill patients, together with requests for extended open-label treatment, reflect high acceptance of this readily available intervention.