It has been reported that Nigeria accounted for 30% of the global burden of maternal to child HIV transmission and 10% of the paediatric HIV and AIDS. Advances in HIV testing and in treatment are increasingly enabling children living with HIV infection to be healthier and live longer. As children live longer with chronic HIV infection, there is greater risk of increased incidence and severity of complications, including psychiatric illness. AIM This study determined the prevalence of depression among children and adolescents with HIV infection and control group matched with age and sex (children and adolescents without HIV infection) from the same background. The study also determined the socio-demographic and clinical variables associated with depression among children and adolescents with HIV infection. Finally, this study determined the prevalence of suicidal ideation and attempt in both the study and control groups. METHOD The Major Depressive and Suicidality Module of Mini- International Neuropsychiatric Interview Instrument for children and adolescents (Parent and Children Version) were used to assess the depression, suicidal ideation and attempt among the children with HIV infection and the control group. The clinical variables were obtained from clinical records of the children in the hospital. i RESULT The prevalence of the depression was significantly higher among children and adolescents with HIV infection than the control (without HIV infection) (X2 = 6.00, p = 0.01). Age group showed significant relationship with presence of depression, with ages between 14 and 16 years were more likely to experience depression compared to age group between 8 and 10 years ( X2 = 31.41, df = 2 and p = 0.00). Those children with HIV infection who experienced academic failure were more likely to have depression than those without academic failure (X2 = 19.79, df = 2 and p = 0.02). Those who lived with relatives are more likely to experience depression than those who lived with both parents (X2 = 19.26, df = 2 and p = 0.00). The prevalence of depression among children with HIV infection was significantly higher in orphans than non orphans (X2 = 14.71, df = 2 and p = 0.00). Children with HIV infection who had more than one hospitalization were more likely to experience depression than those without hospitalization (X2 = 7.48, df = 2 and p = 0.02). The prevalence of suicidal ideation in the study group was higher than the control group, though almost approaching significant level but statistically insignificant (X2 = 3.34, df = 1 and p = 0.07). There was no significant difference in the prevalence of suicidal attempt in both study group and control group (X2 = 1.39, df = 1 and p = 0.24). CONCLUSION The higher prevalence of depression and suicidality among children and adolescents with HIV infection compared to the control group attending the same paediatric outpatient clinic indicates a need to incorporate psychiatric liaison services for children with HIV/ AIDS to ensure a holistic approach to management of these children and adolescents with HIV infection.