BACKGROUND: The relationship between loss-to-follow-up (LTFU) in HIV treatment and care programmes and psychosocial factors, including self-reported stigma, is important to understand. This prospective cohort study explored stigma and LTFU in treatment eligible adults who had yet not started antiretroviral therapy (ART). METHODS: Psychosocial, clinical and demographic data were collected at a baseline interview. Self-reported stigma was measured with a multi-item scale. LTFU was defined as not attending clinic in the 90 days since last appointment or before death. Data was collected between January 2009 and January 2013 and analysed using Cox Regression. RESULTS: 380 individuals were recruited (median time in study 3.35 years, total time at risk 1065.81 person-years). 203 were retained (53.4%), 109 were LTFU (28.7%), 48 had died and were not LTFU at death (12.6%) and 20 had transferred out (5.3%). The LTFU rate was 10.65 per 100 person-years (95% CI: 8.48-12.34). 362 individuals (95.3%) started ART. Stigma total score (categorised in quartiles) was not significantly associated with LTFU in either univariable or multivariable analysis (adjusting for other variables in the final model): second quartile aHR 0.77 (95%CI: 0.41-1.46), third quartile aHR 1.20(95%CI: 0.721-2.04), fourth quartile aHR 0.62 (95%CI: 0.35-1.11). In the final multivariable model, higher LTFU rates were associated with male gender, increased openness with friends/family and believing that community problems would be solved at higher levels. Lower LTFU rates were independently associated with increased year of age, greater reliance on family/friends, and having children. CONCLUSIONS: Demographic and other psychosocial factors were more closely related to LTFU than self-reported stigma. This may be consistent with high levels of social exposure to HIV and ART and with stigma affecting LTFU less than other stages of care. Research and clinical implications are discussed.