We used the World Health Organization's Composite International Diagnostic Interview to determine the prevalence, comorbidity, and correlates of lifetime and 12-month behavioral health disorders in a multisite cohort of 1027 women living with HIV in the United States. Most (82.6%) had one or more lifetime disorders including 34.2% with mood disorders, 61.6% with anxiety disorders, and 58.3% with substance use disorders. Over half (53.9%) had at least one 12-month disorder, including 22.1% with mood disorders, 45.4% with anxiety disorders, and 11.1% with substance use disorders. Behavioral health disorder onset preceded HIV diagnosis by an average of 19 years. In multivariable models, likelihood of disorders was associated with women's race/ethnicity, employment status, and income. Women with 12-month behavioral health disorders were significantly more likely than their counterparts to engage in subsequent sexual and substance use HIV risk behaviors. We discuss the complex physical and behavioral health needs of women living with HIV.