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Introduction: To assess the burden of depression, anxiety and suicidality; and to determine the impact of integrated mental health and HIV services on treatment outcomes among Thai adolescents and young adults living with HIV (AYHIV)., Methods: A multicentre prospective cohort study was conducted among AYHIV (15 to 25 years), and age- and sex-matched HIV-uninfected adolescents and young adults (HUAY). The Patient Health Questionnaire 9-item (PHQ-9) and Generalized Anxiety Disorder 7-item scales (GAD-7) were used as screening tools for depressive and anxiety symptoms respectively. History of lifetime and recent suicidal ideations/attempts were ascertained. Elevated mental health screening scores were defined as having either significant depressive symptoms (PHQ-9 ≥9), significant anxiety symptoms (GAD-7 ≥10) or suicidality (lifetime; and recent [within two weeks]). Participants meeting these criteria were referred to psychiatrists for confirmatory diagnosis and mental health services. Follow-up assessment with PHQ-9 and GAD-7 was performed one year after psychiatric referral., Results: From February to April 2018, 150 AYHIV and 150 HUAY were enrolled, median age was 19.0 (IQR:16.8 to 21.8) years and 56% lived in urban areas. Among AYHIV, 73% had HIV RNA <50 copies/mL, and median CD4 count was 580 (IQR:376 to 744) cells/mm 3 . At enrolment, 31 AYHIV (21%; 95%CI:14% to 28%) had elevated mental health screening scores; 17 (11%) significant depressive symptoms, 11 (7%) significant anxiety symptoms and 21 (14%) suicidality. Seven AYHIV (5%) had all three co-existing conditions. These prevalences were not substantially different from HUAY. Urban living increased risk, whereas older age decreased risk of elevated mental health screening scores (p < 0.05). All AYHIV with elevated mental health screening scores were referred to study psychiatrists, and 19 (13%; 95%CI: 8% to 19%) had psychiatrist-confirmed mental health disorders (MHDs), including adjustment disorder (n = 5), major depression (n = 4), anxiety disorders (n = 2), post-traumatic stress disorder (n = 1) and mixed MHDs (n = 4). One year after psychiatric referral, 42% of AYHIV who received mental health services demonstrated an absence of significant mental health symptoms from the reassessments, and 26% had an improved score., Conclusions: With the significant burden of MHDs among AYHIV, an integration of mental health services, including mental health screenings, and psychiatric consultation and referral, is critically needed and should be scaled up in HIV healthcare facilities., (© 2021 The Authors. Journal of the International AIDS Society published by John Wiley & Sons Ltd on behalf of the International AIDS Society.)