This study examined the relationships among sociodemographic factors, social support, coping, and adherence to antiretroviral therapy (ART) among HIV-positive women with depression. The analyses reported here were limited to the 224 women receiving ART of 280 women recruited from community-based HIV/AIDS organizations serving rural areas of three states in the southeastern United States. Two indicators of medication adherence were measured; self-report of missed medications and reasons for missed medications in the past month. Descriptive statistics, correlation, and regression analyses were performed to systematically identify sociodemographic, coping, and social support variables that predicted medication adherence. In regression analysis, three variables were determined to be significant predictors accounting for approximately 30% of the variability in the self-report of reasons for missed medications. Coping focused on managing HIV disease was negatively associated, while coping focused on avoidance/denial and number of children were positively associated with reasons for missed medications. Coping by spiritual activities and focusing on the present mediated the effect of social support on self-reported missed medications. The relationship of predictor variables to self-report of missed medications was assessed using t test statistics and logistic regression analysis to determine the odds of self-reported medication adherence. Satisfaction with social support (p = 0.04), and coping focused on managing HIV disease (p = 0.002) were the best positive predictors, whereas number of children (p = 0.02) was the lone significant negative predictor of medication adherence. The study findings have implications for designing, implementing, and testing interventions based on social support and coping theories for achieving better adherence to HIV medications.