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Advances in the treatment of HIV and associated opportunistic infections (OIs) have led to dramatic reductions in HIV-related morbidity and mortality in the United States, but not all patients have benefited equally. A longitudinal analysis of the Coping with HIV/AIDS in the Southeast (CHASE) cohort evaluated sociodemographic, psychosocial, and clinical factors associated with HIV-related events (incident category C OI or AIDS-related death) among southern HIV-infected patients engaged in clinical care. Participants were followed for a median of 30 months (interquartile range, 17–34 months) after study enrollment (enrollment period December 2001 to April 2002). Ten percent of study participants (50/489) experienced an HIV-related event (incident category C OI and/or AIDS-related deaths) during study follow-up. The rate of HIV-related events was 4.8 per 100 patient-years of observation, and the rate of AIDS-related death was 1.5 per 100 patient-years of observation. In unadjusted survival analyses, younger age, lacking private health insurance, psychosocial trauma, depressive symptoms, lower baseline CD4 count, and less time on antiretroviral therapy during follow-up were associated with HIV-related events. In Cox proportional hazards analysis adjusting for covariates, patients who had suffered more psychosocial trauma (hazard ratio [HR] = 1.97, p = 0.04), who had lower baseline CD4 counts (HR = 0.48 per 100 cells/mm³, p < 0.01), and who spent less time on antiretroviral therapy during follow-up (HR = 0.47, p = 0.02) were more likely to experience an HIV-related event.