Depression among persons with HIV is associated with antiretroviral therapy (ART) interruption and discontinuation, virological failure, and poor clinical and survival outcomes. Case management services can address needs for emotional counseling and other supportive services to facilitate HIV care engagement. Using 2009-2013 North Carolina Medical Monitoring Project data from 910 persons engaged in HIV care, we estimated associations of case management utilization with "probable current depression" and with 100% ART dose adherence. After weighting, 53.2% of patients reported receiving case management, 21.7% reported depression, and 87.0% reported ART adherence. Depression prevalence was higher among those reporting case management (24.9%) than among other patients (17.6%) (p < 0.01). Case management was associated with depression among patients living above the poverty level [adjusted prevalence ratio (aPR), 2.05; 95% confidence interval (CI) 1.25-3.36], and not among other patients (aPR, 1.01; 95% CI 0.72-1.43). Receipt of case management was not associated with ART adherence (aPR, 1.00; 95% CI 0.95-1.05). Our analysis indicates a need for more effective depression treatment, even among persons receiving case management services. Self-reported ART adherence was high overall, though lower among persons experiencing depression (unadjusted prevalence ratio, 0.92; 95% CI 0.86-0.99). Optimal HIV clinical and prevention outcomes require addressing psychological wellbeing, monitoring of ART adherence, and effective case management services.