Clinical trials are necessary to test HIV-prevention strategies among adolescent girls and young women in sub-Saharan Africa. Psychosocial risk factors that increase girls' and young women's vulnerability for HIV may also impact their experiences in clinical trials. A better understanding of psychosocial risks among girls and young women enrolled in HIV-prevention research is needed. This analysis explores depression and sexual trauma among adolescent girls and young women enrolled in a mock microbicide trial in Tanzania. We collected cross-sectional data from 135 HIV-negative adolescent girls and young women between 15 and 21 in Dar es Salaam, Tanzania enrolled in a mock microbicide trial. Depression, sexual behavior, and sexual trauma were measured. Sexual trauma and demographic variables were entered into a multivariate binomial logistic regression model predicting depression. Overall, 27% of participants had moderate-to-severe depression. The most commonly endorsed items were anhedonia (lack of interest/pleasure) and low mood, which were reported by 78% of participants. Thoughts of suicide or self-harm were endorsed by 17% of participants. Coerced/forced first sex was reported by 42% of participants. Participants reporting coerced/forced first sex had 3.16 times the likelihood of moderate-to-severe depression. Depression and coerced/forced sex were common among participants in an HIV-prevention mock clinical trial in Tanzania. When enrolling adolescent girls and young women in HIV-prevention trials in sub-Saharan Africa, our research suggests the need for a trauma-informed approach, referrals for trauma and depression, and interventions that address the impact of depression and trauma on HIV prevention, clinical trial adherence, and clinical outcomes.