Non-compliance with highly active antiretroviral therapy can reduce treatment efficacy and lead to viral resistance. Side effects can interfere with patients' quality of life. Our objectives were to estimate levels of treatment compliance and investigate the main predictors of non-compliance. The study design was cross-sectional. For purposes of comparison, two different percentage cut-offs for compliance were defined for "proper compliance", namely the adequate ingestion of at least 80% or 95% of the prescribed medicines, respectively. Semi-structured interviews were performed in a sequential sample of 150 patients during out-patient visits to the Day Hospital in Central Brasilia. Mean compliance was 85.8%. Variables associated with non-compliance were age, schooling, employment status, monthly personal and family income, illegal substance use, family and community structure, presence of opportunistic infections when HIV was diagnosed, and treatment side effects. Prevalence ratios varied from 1.6 to 4.5. We conclude that social and economic variables, as well as those related to individual habits, were the main predictors of compliance. Few variables related to clinical status or treatment were associated with compliance.