INTRODUCTION: Experiences of violence during youth contravene young people's rights and increase the risk of depression and poor human immunodeficiency virus (HIV) care outcomes among youth living with HIV (YLWH). Intervention targets for mitigating the negative psychosocial effects of violence are needed, particularly in areas like rural South Africa where violence remains pervasive and mental healthcare is limited. This study aims to quantify the associations between physical and sexual violence and depressive symptoms in YLWH in rural South Africa and explore the modification of these associations by key measures of psychosocial well-being. METHODS: We conducted a cross-sectional survey among 362 YLWH ages 12 to 24 in rural South Africa to ascertain participants' history of physical and sexual violence, current depressive symptoms (Center for Epidemiological Studies-Depression Scale) and levels of social support (Medical Outcomes Social Support Scale), resilience (Conner-Davidson Resilience Scale) and self-esteem (Rosenberg Self-Esteem Scale). Log-binomial regression was used to estimate the association between history of physical or sexual violence and clinically meaningful depressive symptoms (scores >/= 16). Effect measure modification by high versus low resilience, social support and self-esteem was assessed using likelihood ratio tests (alpha = 0.20). RESULTS: A total of 334 individuals with a median age of 21 (interquartile range: 16 to 23) were included in this analysis. Most participants were female (71.3%), single (81.4%) and attending school (53.0%). Ninety-four participants (28.1%) reported a history of physical or sexual violence and 92 individuals (27.5%) had clinically meaningful depressive symptoms. Meaningful depressive symptoms were significantly higher among participants with a history of physical or sexual violence as compared to those with no history of violence (adjusted prevalence ratio: 2.01; 95% CI: 1.43, 2.83). However, this association was significantly modified by social support (p = 0.04) and self-esteem (p = 0.02). CONCLUSIONS: In this setting, the prevalence of meaningful depressive symptoms was significantly higher among YLWH with a history of physical or sexual violence as compared to those without a history of violence. However, higher levels of self-esteem or social support appeared to mitigate this association. Programmes to improve self-esteem and social support for youth have the potential to minimize depressive symptoms in YLWH who have experienced physical or sexual violence.