Introduction:: There is a paucity of research into the psychiatric problems associated with early stage HIV clinical disease in sub-Saharan Africa. Methods: A cross sectional study was undertaken among 899 adult ART nave persons in early stage HIV clinical disease (participants with CD4 >= 250 and who were at WHO clinical Stage I or II) attending a semi-urban and a rural clinic in Uganda. Results: The prevalence of major depressive disorder in this study was 14.0% [95% CI 11.7-6.3%] while that of `moderate to high risk for suicidality' was 2.8% [95% CI 1.7%; 3.9%]. Multivariable analyses found that factors in the socio-demographic, vulnerability/protective and stress (only for major depressive disorder) domains were significantly associated with both major depressive disorder and 'moderate to high risk for suicidality'. Major depressive disorder but not 'moderate to high risk for suicidality' was significantly associated with impaired psychosocial functioning, greater utilisation of health services and non-adherence to septrin/dasone. Neither major depressive disorder nor 'moderate to high risk for suicidality' was associated with CD4 counts, risky sexual behaviour nor with non-utilisation of condoms. Limitations: The bidirectional nature of some of the relationships between the investigated psychiatric problems, risk factors and outcomes in this cross sectional study makes it difficult to elucidate the actual direction of causality. Conclusion: Early stage HIV clinical disease is associated with considerable major depressive disorder and `moderate to high risk for suicidality'. Therefore there is a need to integrate mental health into HIV interventions that target early stage HIV disease.