There is growing recognition of the burden of depression in people living with HIV/AIDS (PLWHA), associated with negative behavioural and clinical outcomes. Unfortunately, most HIV care providers in sub-Saharan Africa do not routinely provide mental health services to address this problem. This article describes the process of developing a model for integrating the management of depression in HIV care in Uganda. Theory of Change (ToC) methodology was used to guide the process of developing the model. Three successive ToC workshops were held with a multi-disciplinary group of 38 stakeholders within Wakiso district, in the Central region of Uganda. The first 2 workshops were for generating practical ideas for a feasible and acceptable model of integrating the management of depression in HIV care at all levels of care within the district healthcare system; while the third and final workshop was for consensus building. Following meaningful brainstorming and discussions, the stakeholders suggested improved mental wellbeing among PLWHA as the ultimate outcome of the program. This would be preceded by short-term and intermediate outcomes including reduced morbidity among persons with HIV attributable to depression, allocation of more resources towards management of depression, increased help-seeking among depressed PLWHA and more health workers detecting and managing depression. These would be achieved following several interventions undertaken at all levels of care. The participants further identified some indicators of successful implementation such as emphasis of depression management in the district healthcare plans, increased demand for anti-depressants etc; as well as various assumptions underlying the intervention. All these were graphically aligned in a causal pathway, leading to a ToC map, contextualizing and summarizing the intervention model. The ToC was a valuable methodology that brought together stakeholders to identify key strategies for development of a comprehensible contextualized intervention model for managing depression within HIV care in Uganda; allowing greater stakeholder engagement and buy-in.