<p>The increased risk associated with HIV infection and suicidality, depression, and alcohol use disorder underscores the need to treat mental illness in people living with HIV by integrating mental health services into routine HIV care. This study, conducted at nine health facilities providing antiretroviral treatment in Namibia from August and September 2022, aimed to determine the prevalence and factors associated with depression, suicidality, and alcohol use disorder among adults living with HIV/AIDS in Namibia. Amongst the 400 participants, the prevalence of depression, suicidality, and alcohol use disorder was 8%, 21%, and 24%, respectively. The prevalence of depression and suicidality was highest in females (9.7%) and (24.7%), respectively, while males had a prevalence of alcohol use disorder of 35.3%. Patients with depression showed an increased and significant risk of suicidality (aOR=8.280, 95% CI: 3.644–18.815, <i>p</i>=0.000). For alcohol use disorder, male patients (aOR= 2.995, 95% CI: 1.816–4.938, p=&lt;0.000) were more likely to have alcohol use disorder. Male sex (aOR= 0.447, 95% CI: 0.240–0.832, p=&lt;0.011), depression (aOR= 8.283, 95% CI: 3.644–18.828, p=&lt;0.000), and alcohol abuse (aOR= 2.393, 95% CI: 1.337–4.285, <i>p</i>=0.003) had an increased and significant association with suicidality. Overall, the study’s results show that alcohol use disorder and suicidality are more prevalent in PLHIV compared to depression, and gender is a significant risk factor. Screening PLHIV and early initiation of treatment or interventions for various mental health disorders are important to improve retention, viral suppression, and other outcomes of ART.</p>