OBJECTIVE: To investigate associations between background characteristics (psychosocial adversity, risk behaviours/perception of risk and HIV-related knowledge, perceptions and beliefs) and psychological and cognitive morbidity among people coming for testing for HIV/AIDS in Goa, India. METHODS: Analysis of cross-sectional baseline data (plus HIV status) from a prospective cohort study. Participants were recruited at the time of coming for HIV testing. RESULTS: Consistent with associations found among general population samples, among our sample of 1934 participants, we found that indicators of psychosocial adversity were associated with CMD (common mental disorder - major depression, generalised anxiety and panic disorder) among people coming for testing for HIV. Similarly, perpetration of intimate partner violence was associated with AUD (alcohol use disorder). Two STI symptoms were associated with CMD, and sex with a non-primary partner was associated with AUD. Suboptimal knowledge about HIV transmission and prevention was associated with low cognitive test scores. In contrast with other studies, we found no evidence of any association between stigma and CMD. There was no evidence of modification of associations by HIV status. CONCLUSIONS: Among people coming for testing for HIV/AIDS in Goa, India, we found that CMD occurred in the context of social and economic stressors (violence, symptoms of STI, poor education and food insecurity) and AUD was associated with violence and risky sexual behaviour. Further research is necessary to understand the role of gender, stigma and social norms in determining the relationship between sexual and mental health. Understanding associations between these background characteristics and psychological morbidity may help inform the design of appropriate early interventions for depression among people newly diagnosed HIV/AIDS.