BACKGROUND: Although loss to follow-up after antiretroviral therapy (ART) initiation is increasingly recognized, little is known about pre-treatment losses to care (PTLC) after an initial positive HIV test. Our objective was to determine PTLC in newly identified HIV-infected individuals in South Africa. METHODOLOGY/PRINCIPAL FINDINGS: We assembled the South African Test, Identify and Link (STIAL) Cohort of persons presenting for HIV testing at two sites offering HIV and CD4 count testing and HIV care in Durban, South Africa. We defined PTLC as failure to have a CD4 count within 8 weeks of HIV diagnosis. We performed multivariate analysis to identify factors associated with PTLC. From November 2006 to May 2007, of 712 persons who underwent HIV testing and received their test result, 454 (64%) were HIV-positive. Of those, 206 (45%) had PTLC. Infected patients were significantly more likely to have PTLC if they lived > or = 10 kilometers from the testing center (RR = 1.37; 95% CI: 1.11-1.71), had a history of tuberculosis treatment (RR = 1.26; 95% CI: 1.00-1.58), or were referred for testing by a health care provider rather than self-referred (RR = 1.61; 95% CI: 1.22-2.13). Patients with one, two or three of these risks for PTLC were 1.88, 2.50 and 3.84 times more likely to have PTLC compared to those with no risk factors. CONCLUSIONS/SIGNIFICANCE: Nearly half of HIV-infected persons at two high prevalence sites in Durban, South Africa, failed to have CD4 counts following HIV diagnosis. These high rates of pre-treatment loss to care highlight the urgent need to improve rates of linkage to HIV care after an initial positive HIV test.