Objective: This study aimed at investigating the relationship between self-efficacy, depression, and adherence to antiretroviral therapy (ART) in Indonesian women with HIV. Method: This study employed a cross-sectional research design. The participants were 120 women with HIV aged 18–60 years on self-administered ART regimens. Results: This study shows a significant relationship between self-efficacy and adherence to ART (p-value = 0.004; OR 2.330). Women are living with HIV with high self-efficacy adherence to following their ART 2.33 times more often than those with low self-efficacy. It is shown that a significant relationship exists between depression and adherence to ART (p-value = 0.001; OR 3.647). Depressed HIV women took ART medication 3.64 times less often than who did not have depression. Conclusion: It is recommended to increase the level adherence rate by improving self-efficacy and reduce depression.