HIV-related stigma is a known barrier to retention in care. However, no large-scale, multi-site studies have prospectively evaluated the effect of internalized stigma on retention in care. The Centers for AIDS Research Network of Integrated Clinical Systems (CNICS) cohort study integrates medical record and survey data from people living with HIV (PLWH) seen in HIV primary care clinics across the United States, and assesses internalized stigma yearly using a validated 4-item Likert scale. We used multivariable logistic regression models to evaluate associations between mean internalized stigma and two prospective retention in care outcomes: keeping the next primary care appointment and keeping all scheduled primary care appointments in the 12 months following stigma assessment. From February 2016 to November 2017, 5968 PLWH completed the stigma assessment and had adequate follow-up time. Mean stigma was 1.9 (standard deviation 1.08). Increased mean stigma scores were associated with decreased odds of attending the next primary care appointment [adjusted odds ratio (aOR) = 0.93, 95% confidence interval (CI) 0.88-0.99, p = 0.02], and all primary care appointments in the subsequent 12 months (aOR = 0.94, 95% CI 0.89-0.99, p = 0.02). In both models, younger age and Black race were also independently associated with suboptimal appointment attendance. There was no support for interactions between internalized stigma and covariates. Internalized HIV stigma had an independent negative effect on the odds of subsequent appointment attendance. This study highlights the importance of identifying even low levels of internalized stigma. Interventions to address internalized HIV stigma are critical to supporting retention in care and improving clinical outcomes.