<p>The HIV epidemic is one of the main problems in public health. Psychological well-being is one of the most affected areas, and patients use to experience anxiety and depression symptoms. Moreover, these symptoms may increase when the subject experiences stigma and when he perceives low social support. In this study, we aimed to assess the relationship between felt stigma, perceived social support, and anxiety and depression symptoms. Felt stigma was measured with the HIV Felt Stigma Scale while anxiety and depression symptoms were measured with the Patient Health Questionnaire-4 (PHQ-4). Social support was measured with MOS Social Support Survey (MOS-SSS). We interviewed 140 patients with HIV, of which 35 were women (25.4%). The average age was 37.0&#xa0;years (SD = 37.8). Results showed good reliability indices for the Felt Stigma Scale (<i>α</i> = .89), for PHQ-4 scale (<i>α</i> = .90), and for MOS-SSS (<i>α</i> = .80). The average score for the overall PHQ-4 was 2.2 (SD = 2.8), which indicates subclinical levels of anxiety and depression in this sample. Also, the average score for perceived social support was 75.2 (SD = 22.0), which indicates good levels of social support. Higher levels of perceived stigma were associated with higher levels of anxiety and depression (<i>β</i> = .082, <i>p</i> = .000). Also, higher levels of social support were associated with lower levels of anxiety and depression (<i>β</i> = − .031, <i>p</i> = .015). In conclusion, reducing felt stigma could help improve psychological indicators in people living with HIV. Similarly, to improve social support in these patients may help to decrease anxiety and depression symptoms. In future studies, it is important to continue exploring in greater depth the relationship between stigma, social support, and psychological well-being in these patients.</p>