Depression, anxiety, post-traumatic stress, and alcohol/substance use disorders are prevalent among people with HIV (PWH), commonly co-occur, and predict worse HIV care outcomes. Transdiagnostic counseling approaches simultaneously address multiple co-occurring mental health disorders. We conducted a pilot individually randomized trial of the Common Elements Treatment Approach adapted for people with HIV (CETA-PWH), a transdiagnostic counseling intervention, compared with usual care at a large academic medical center in the southern United States. Participants were adults with HIV; at risk for HIV care disengagement; and with elevated symptoms of depression, anxiety, post-traumatic stress, and/or alcohol/substance use. Mental health and HIV care engagement were assessed at 4 and 9 months. Among participants (n = 60), follow-up was high at 4 (92%) and 9 (85%) months. Intervention engagement was challenging: 93% attended ≥1 session, 43% attended ≥6 sessions in 3 months ("moderate dose"), and 30% completed treatment. Although not powered for effectiveness, mental health outcomes and HIV appointment attendance improved in CETA-PWH relative to usual care in intent-to-treat analyses; those receiving a moderate dose and completers showed progressively greater improvement. Viral load showed small differences between arms. The dose-response pattern was not explained by differences between those who did and did not complete treatment. This pilot trial provides preliminary evidence for the potential of CETA-PWH to simultaneously address co-occurring mental health comorbidities and support HIV appointment attendance among PWH. Additional strategies may be an important part of ensuring that clients can engage in the full course of treatment and realize its full benefits.