The goal of the current study was to evaluate the ways in which religious behaviors and perceived social support are associated with the relationship between depressive symptoms and health-related quality of life for this group. We hypothesized (1) that religious behaviors moderate the relationship between depressive symptoms and health-related quality of life, (2) perceived social support mediates the relationship between depressive symptoms and health-related quality of life and (3) that religious behaviors moderate the mediational indirect effect of perceived social support in the depression and health-related quality of life relationship. Findings from a sample of 244 HIV-positive individuals provided evidence to support direct, conditional, and indirect effects on the depressive symptoms and health-related quality of life relationship. A discussion of the findings, implications for future research and clinical practice are provided.