Background: Non-opioid psychotherapeutic medications significantly increase the risk of opioid overdose-related deaths. We prospectively followed HIV-infected indigent adults sampled from the community to examine rates of and factors associated with non-medical use of benzodiazepines, muscle relaxants, and prescription stimulants. Methods: We interviewed participants quarterly for 2 years about alcohol and illicit substance use; depression; use of prescribed opioid analgesics, benzodiazepines and muscle relaxants; opioid analgesic misuse; and non-medical use (i.e., use without a prescription) of benzodiazepines, muscle relaxants, and prescription stimulants. Using mixed-effects multivariate logistic regression, we determined factors associated with non-medical use of benzodiazepines, muscle relaxants, and prescription stimulants. Results: Among the 296 participants at enrollment, 52.0% reported taking opioid analgesics that had been prescribed, 17.9% took benzodiazepines that had been prescribed, and 8.1% took muscle relaxants that had been prescribed. Over the 2-year study interval, 53.4% reported prescription opioid misuse, 25.3% reported non-medical use of benzodiazepines, 11.5% reported non-medical use of muscle relaxants, and 6.1% reported non-medical use of prescription stimulants. In multivariable analysis, opioid analgesic misuse in the past 90 days was associated with non-medical use of benzodiazepines, muscle relaxants, and prescription stimulants during the same time interval. Illicit substance use and depression were not associated with non-medical use of these medications. Conclusions: Prescription opioid analgesic misuse is associated with non-medical use of other psychotherapeutic medications. Health care providers should monitor for non-medical use of a broad array of psychoactive medications among high-risk populations to minimize harm.