Anxiety disorders (ADs) occurring in people living with HIV/AIDS (PLWHA) are often poorly identified in spite of the untold consequences that may result if not diagnosed and treated promptly. This study aimed to describe factors associated with ADs among PLWHA. Three hundred participants were administered sociodemographic/clinical profile questionnaires, and diagnoses of ADs were made using Schedule for Clinical Assessment in Neuropsychiatry (SCAN) based on International Classification of Diseases, 10th edition (ICD-10) criteria. In this study, 65 (21.7%) participants were diagnosed with ADs. A lack of family support, unemployment, younger mean age and being unmarried ( P < 0.05) were factors associated with ADs in PLWHA; however, lack of family support (odds ratio [OR] = 0.458, 95% confidence interval [CI] = 0.254–0.827, P = 0.010), being unmarried (OR = 1.930, 95% CI = 1.046–3.560, P = 0.035) and unemployment (OR = 0.495, 95% CI = 0.264–0.926, P = 0.028) were the only factors that remained significant following logistic regression analysis. Prompt identification with active management of ADs and their associated factors among PLWHA are advocated. Further research on the risk factors for ADs is also warranted.