Predominantly low-income and African American women from the same community, HIV-infected (n = 100; HIV+) and uninfected (n = 42; HIV–), were assessed on reported gender roles in sexual and other close relationships—including levels of self-silencing, unmitigated communion, and sexual relationship power—at a single recent study visit during 2008–2012. Recent gender roles were investigated in relation to depressive symptoms and health-related quality of life assessed both at a single visit during 2008–2012 and averaged over semiannual visits (for depressive symptoms) and annual visits (for quality of life) occurring between 1994 and 2012. Compared to HIV– women, HIV+ women reported significantly higher levels of several aspects of self-silencing, unmitigated communion, and multi-year averaged depressive symptoms as well as lower levels of sexual relationship power and recent and multi-year averaged quality of life. For both HIV+ and HIV– women, higher self-silencing and unmitigated communion significantly related to recent or multi-year averaged higher depressive symptoms and lower quality of life. Intervention strategies designed to increase self-care and self-advocacy in the context of relationships could potentially minimize depressive symptoms and enhance quality of life in women with and at risk for HIV.