Despite the prevalence of depression and alcohol use among HIV-infected individuals, few studies have examined their association together in relation to nonadherence to antiretroviral therapy in sub-Saharan Africa. This study examined depressive symptoms, alcohol use, and other psychosocial factors (stigma, demographic characteristics) in relation to nonadherence to antiretroviral therapy among clinic-attending, HIV-infected individuals in South Africa (n = 101). Nonadherence was assessed using event-level measurement (missed doses over the past weekend). Multivariable logistic regression analyses revealed that only alcohol use, over and above depressive symptoms and education level, was associated with antiretroviral therapy nonadherence(AOR = 1.15; 95%CI = 1.02–1.29; p < .05). Findings point to the independent association of alcohol use and nonadherence to antiretroviral therapy above and beyond depressive symptoms.