HIV seropositive individuals and their heterosexual partners/spouses, either seropositive or seronegative, are facing several mental health challenges. The objective of this study was to examine gender differences in depressive symptoms among HIV-positive concordant and HIV-discordant couples. We identified heterosexual couples from participants of a randomized controlled trial conducted in Anhui province, China. A total of 265 couples, comprising 129 HIV+ male/HIV– female couples, 98 HIV– male/HIV+ female couples, and 38 HIV-positive concordant couples, were included in the analyses. We collected data using the computer-assisted personal interview method. We used a linear mixed-effects regression model to assess whether gender differences in depressive symptoms varied across couple types. HIV-positive women reported a significantly higher level of depressive symptoms than their partners/spouses. HIV-positive women with HIV-positive partners had higher depressive symptoms than those with HIV-negative partners, whereas HIV-positive men reported similar levels of depressive symptoms regardless of their partners’ serostatus. Among the concordant couples, those with the highest annual family income showed the greatest gender differences in depressive symptoms. We suggest that family interventions should be gender- and couple-type specific and that mental health counseling is warranted not only for HIV-positive women but also for HIV-negative women in an HIV-affected relationship.