Disruption of continuous retention in care (discontinuity) is associated with HIV disease progression. We examined sex, race, and HIV risk disparities in discontinuity after antiretroviral therapy (ART) initiation among patients in North America. Adults (≥18 years of age) initiating ART from 2000 to 2010 were included. Discontinuity was defined as first disruption of continuous retention (≥2 visits separated by >90 days in the calendar year). Relative hazard ratio (HR) and times from ART initiation until discontinuity by race, sex, and HIV risk were assessed by modeling of the cumulative incidence function (CIF) in the presence of the competing risk of death. Models were adjusted for cohort site, baseline age, and CD4 cell count within 1 year before ART initiation; nadir CD4 cell count after ART, but before a study event, was assessed as a mediator. Among 17,171 adults initiating ART, median follow-up time was 3.97 years, and 49% were observed to have ≥1 discontinuity of care. In adjusted regression models, the hazard of discontinuity for patients was lower for females versus males [HR: 0.84; 95% confidence interval (CI): 0.79-0.89] and higher for blacks versus nonblacks (HR: 1.17; 95% CI: 1.12-1.23) and persons with injection drug use (IDU) versus non-IDU risk (HR: 1.33; 95% CI: 1.25-1.41). Sex, racial, and HIV risk differences in clinical retention exist, even accounting for access to care and known competing risks for discontinuity. These results point to vulnerable populations at greatest risk for discontinuity in need of improved outreach to prevent disruptions of HIV care.