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Religion and spirituality seem to be very important for HIV-positive patients believers. Indeed, a recurring number of studies show strong correlations between religiosity/ spirituality of individuals and different dimensions of health. The majority of these studies show most positive associations of religiosity/spirituality to physical health through reducing emotional distress, reduced rates of depression, greater optimism, better psychological adjustment, better preservation of CD4 cells, better control of viral load (Jones, 2004; Koenig, 2012; Pargament, Koenig, Tarakeshwar, & Hahn, 2004; Parsons, Cruise, Davenport, & Jones, 2006; Szaflarski et al., 2006; Yi et al., 2006). The objective of this research is to understand the nature of the relationship between religiosity and emotional health among HIV-positive patients, migrants from sub-Saharan Africa. Religiosity, the frequency of depressive episodes and subjective health 81 asymptomatic HIV patients regularly followed, were evaluated. Regression models and mediation, backed by a resampling procedure (5000) were tested. From mediation analyzes, the results show that through the mediating effect of subjective health, religiosity explains a decrease in the number of depressive episodes in people with HIV migrants from sub- Saharan Africa. [ABSTRACT FROM AUTHOR]