From a social ecological perspective, this study examined the effects of stigma (societal level), trusting relationships with current caregivers (familial level), and self-esteem (individual level) on future orientation of children affected by HIV infection and AIDS. Comparing self-report data from 1221 children affected by parental HIV infection and AIDS and 404 unaffected children, affected children reported greater stigma and lower future orientation, trusting relationships, and self-esteem. Based on structural equation modeling, stigma experiences, trusting relationships, and self-esteem had direct effects on future orientation, with self-esteem and trusting relationships partially mediating the effect of stigma experiences on children’s future orientation. Implications are discussed.