Suicidal ideation and depression are common in people living with HIV (PLWH) in sub-Saharan Africa, but longitudinal data on their persistence in the modern antiretroviral therapy era are lacking. We examined the prevalence of persistent suicidal ideation and depression symptoms using the PHQ-9 in a well-characterized cohort of PLWH and HIV-uninfected community controls. Multivariable logistic regression models were used to determine the relationship between HIV and persistent depression and suicidal ideation. Persistent suicidal ideation was more common in PLWH but there was no difference in persistent depression by HIV status. Approximately one out of five participants with depression at baseline had persistent depression after 12-24 months and only about one out of four participants reporting suicidal ideation at baseline had persistent suicidal ideation after 12-24 months. HIV was associated with suicidal ideation at baseline. Persistent suicidal ideation was significantly associated with HIV immune non-response (p = 0.022). These findings highlight the need for integration of mental health services into HIV care in sub-Saharan Africa with a focus on suicide prevention.