Women living with HIV (WLWH) experience depression, anxiety, and posttraumatic stress symptoms at higher rates than their male counterparts and more often than HIV-unaffected women. These mental health issues affect not only the well-being and quality of life of WLWH, but have implications for HIV management and transmission prevention. Despite these ramifications, WLWH are under-treated for mental health concerns and they are underrepresented in the mental health treatment literature. In this review, we illustrate the unique mental health issues faced by WLWH such as a high prevalence of physical and sexual abuse histories, caregiving stress, and elevated internalized stigma as well as myriad barriers to care. We examine the feasibility and outcomes of mental health interventions that have been tested in WLWH including cognitive behavioral therapy, mindfulness-based interventions, and supportive counseling. Future research is required to address individual and systemic barriers to mental health care for WLWH.