Adolescents with Human Immunodeficiency Virus (HIV) are at greater risk for mental health problems than their HIV-negative counterparts. However, there is a dearth of evidence on the need for mental health services, including interventions for depression in adolescents with HIV (AWHIV), in most low- and middle-income countries (LMICs). This study's objective was to explore the unmet mental health needs of AWHIV to inform the development and implementation of a psychological intervention for depression in AWHIV in Dar es Salaam, Tanzania. A descriptive phenomenological qualitative study design was used. Consultative meetings with providers and 45 in-depth interviews were conducted with AWHIV, caregivers, and healthcare providers (HCPs) to explore their experiences and unmet mental health needs for AWHIV. Data from the consultative meetings were triangulated to validate the obtained information with those from interviews. Data were organized and managed with the aid of NVIvo-11. The thematic analysis framework guided data analysis. Five major themes emerged: Experience of complex symptoms, unmet need for services, impact of the unmet needs, ways utilized in managing symptoms, and preferred intervention. Complex depressive symptoms expressed as physical, behavioral, or somatic complaints adversely affected ART adherence and academic performance, led to substance use, and compromised overall quality of life in AWHIV. HIV-Care and Treatment Centers (HIV-CTCs) did not conduct formal mental health screenings. Instead, caregivers and HCPs addressed the symptoms of mental health problems with death threats and corporal punishments. No evidence-based depression interventions existed in HIV-CTCs for observed symptoms. This study reports on unmet mental health needs with a clear impact on the lives of AWHIV, which may have significant implications for treatment adherence. There is an urgent need to develop and implement effective and scalable interventions to address these mental health needs.