Patients infected with human immunodeficiency virus (HIV) have a higher risk of developing major depressive disorder (MDD) than the general population. Immunophilins FKBP51 and FKBP52 are expressed in cortical neurons and regulate the function of the glucocorticoid receptor (GR). Previous reports have shown that genetic variants in the FKBP5 gene encoding FKBP51 are linked to psychiatric disorders. We sought to determine whether immunophilins are upregulated in HIV infection. To determine whether FKBP52 and FKBP51 are associated with MDD and/or HIV, we compared protein and gene expression in autopsy tissues from the frontal cortical gray matter. The study cases were divided into five groups: control, MDD, MDD with psychosis, HIV(+), and HIV(+) with MDD. Gene expression and protein levels were determined by real-time PCR and Western blot analysis of fresh frozen tissues. Genotyping of previously published alleles of the FKBP5 gene was also performed. We found correlation of upregulation of both immunophilins in the HIV-infected groups. In the HIV(+) population with MDD, FKBP4 expression is significantly higher while FKBP5 is more variable. After analyzing the FKBP5 gene for single nucleotide polymorphisms, we found that rs3800373 CC genotype is more frequent in the MDD and MDD/Psychosis groups. We hypothesized that the levels of FKBP51, as modulator of the nuclear translocation of GR, would be lower in MDD. Instead, an increase in FKBP51 at both the transcript (FKBP5) and protein level correlated with MDD. Increased FKBP4 expression of correlated to HIV(+)MDD but not to HIV without MDD.