People living with HIV (PLWH) are disproportionately affected by depression, which often remains underdiagnosed and untreated, negatively impacting quality of life and treatment outcomes. Low resource settings often lack clinical professionals to identify depression, therefore screening tools such as the PHQ-9 allow for broader depression screening. This qualitative study among PLWH in Yaoundé Cameroon aimed to a) explore local understandings of depression and mental distress and b) assess comprehension and interpretation of the PHQ-9 items and response categories. This study was nested in a larger study that assessed performance of the PHQ-9 among PLWH in Central, East, and West Africa. In Yaoundé, Cameroon, 30 in-depth interviews (IDIs) and 24 cognitive interviews (CIs) were conducted with PLWH to explore how depression is experienced and to examine understanding and interpretation of the PHQ-9 items. Thematic analysis was used to identify emergent themes across IDIs focusing on shared understandings of depression. An interpretivist content analysis of CIs incorporated understandings of PHQ-9 items into cognitive processes of interpretation, retrieval, judgment, and response formulation. Out of 54 unique study participants, 15% (n = 8) had depressive symptoms (PHQ-9 score >9). The PHQ-9 items related to somatic manifestations of depression were understood as intended by most participants, while other items were not consistently understood and interpreted. "Thinking too much" and similar cognitive manifestations were central for local understandings of depression. Cognitive and somatic symptoms commonly intertwined and were often linked to experiences living with HIV. Local understanding of depression may not align with Western defined depression criteria, and symptoms related to HIV may conflate symptoms of depression. Incorrect interpretations of almost half of the PHQ-9 items suggests this tool may have limited validity in PLWH, and warrants the need for further testing and adaptation. Further research should be done to develop culturally relevant screening tools among PLWH.