Identifying which mental disorders, substance use, and regimen factors influence non-adherence is a critical step in developing patient-customized interventions. In this cross-sectional study, 120 adults with HIV taking antiviral therapy completed interviews and questionnaires on their medication regimen, adherence behaviours, mental distress, and substance use patterns. They provided access to medical records for measures of immune health. Demographic characteristics, regimen factors, mental health indicators, and substance use variables were evaluated as predictors of four dichotomous non-adherent behaviours: running out of medications, not always taking medications as directed, taking below 95% of protease inhibitor doses, or having notations of non-compliance in the medical record. Non-adherence was prevalent and was related to immune health. Recent crack cocaine use was a risk factor for both taking a low proportion of PI medication and charted non-compliance notations. Heroin use and screening positive for social phobia were risk factors for running out of medication. Screening positive for any anxiety disorder reduced the risk of failing to take medications as directed. Clinicians caring for patients with HIV should screen for non-adherence using multiple behavioural indicators, and assess and treat substance use and anxiety disorders to reduce the risk of non-adherence.