Depression is common among people living with HIV/AIDS and contributes to a wide range of worsened HIV-related outcomes, including AIDS-related mortality. Targeting modifiable causes of depression, either through primary or secondary prevention, may reduce suffering as well as improve HIV-related outcomes. Food insecurity is a pervasive source of uncertainty for those living in resource-limited settings, and cross-sectional studies have increasingly recognized it as a critical determinant of poor mental health. Using cohort data from 456 men and women living with HIV/AIDS initiating HIV antiretroviral therapy in rural Uganda, we sought to (a) estimate the association between food insecurity and depression symptom severity, (b) assess the extent to which social support may serve as a buffer against the adverse effects of food insecurity, and (c) determine whether the buffering effects are specific to certain types of social support. Quarterly data were collected by structured interviews and blood draws. The primary outcome was depression symptom severity, measured by a modified Hopkins Symptom Checklist for Depression. The primary explanatory variables were food insecurity, measured with the Household Food Insecurity Access Scale, and social support, measured with a modified version of the Functional Social Support Questionnaire. We found that food insecurity was associated with depression symptom severity among women but not men, and that social support buffered the impacts of food insecurity on depression. We also found that instrumental support had a greater buffering influence than emotional social support. Interventions aimed at improving food security and strengthening instrumental social support may have synergistic beneficial effects on both mental health and HIV outcomes among PLWHA in resource-limited settings.