BACKGROUND: Depression is highly prevalent among patients newly starting antiretroviral treatment (ART) in Malawi and many other countries. Untreated depression at ART initiation can disrupt the HIV care continuum. Effective approaches for depression screening and treatment exist for low-resource settings, but they are rarely applied. Identifying effective implementation strategies are critical. METHODS: A pilot program integrated depression screening and treatment into routine HIV care using existing staff at two public health clinics in Malawi in two phases; a screening-only "control" phase and an active "intervention" phase. During the intervention phase, providers prescribed antidepressants or referred patients for Friendship Bench problem-solving therapy. We evaluated the program's impact on retention in HIV care, viral suppression, and depression remission at 6 months using tabular comparisons and log-binomial models to estimate adjusted risk ratios and mean differences among the intervention group relative to the control group. RESULTS: Nearly all consenting participants were screened for depression appropriately and 25% had mild to severe depressive symptoms. During the intervention phase, 86% of participants with mild depressive symptoms started Friendship Bench therapy and 96% of participants with moderate to severe depressive symptoms started antidepressants. Few participants in the intervention group received consistent depression treatment over their first 6 months in care. In the adjusted main analysis, program exposure did not demonstrably affect most HIV or mental health outcomes, though the probability of currently being on ART at 6 months was significantly lower among the intervention group than the control group [RR 0.6(95%CI: 0.4-0.9)]. CONCLUSIONS: While it is feasible to integrate depression screening and treatment initiation into ART initiation, providing ongoing depression treatment over time is challenging. Similar implementation science studies focused on maintaining depression management will be increasingly important as we strive to understand and test the best ways to implement evidence-based depression treatment within HIV care.