We examine how the Hospital Anxiety and Depression Scale (HADS) was modified to measure anxiety and depression among HIV-infected sex workers in India. Supervised by a community advisory group, HADS was translated and administered to 100 HIV-infected sex workers in Sonagachi, Kolkata, India. Confirmatory factor analysis was used to examine validity. Results indicate that the inability to remain calm is experienced as depression rather than anxiety, whereas functional impairment induces anxiety rather than depression. The cross-loadings were interpreted in the context of prevalent cultural norms. The modified instrument identified a high prevalence of depression (30%) and anxiety (44%).