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Depression is a known risk factor for antiretroviral therapy (ART) non-adherence, but little is known about the mechanisms explaining this relationship. Identifying these mechanisms among people living with HIV (PLHIV) after release from prison is particularly important, as individuals during this critical period are at high risk for both depression and poor ART adherence. 347 PLHIV recently released from prison in North Carolina and Texas were included in analyses to assess mediation of the relationship between depressive symptoms at 2 weeks post-release and ART adherence (assessed by unannounced telephone pill counts) at weeks 9-21 post-release by the hypothesized explanatory mechanisms of alcohol use, drug use, adherence self-efficacy, and adherence motivation (measured at weeks 6 and 14 post-release). Indirect effects were estimated using structural equation models with maximum likelihood estimation and bootstrapped confidence intervals. On average, participants achieved 79% ART adherence. The indirect effect of depression on adherence through drug use was statistically significant; greater symptoms of depression were associated with greater drug use, which was in turn associated with lower adherence. Lower adherence self-efficacy was associated with depressive symptoms, but not with adherence. Depression screening and targeted mental health and substance use services for depressed individuals at risk of substance use constitute important steps to promote adherence to ART after prison release.