This chapter concentrates on depression and stress, self-esteem, and discrimination in gay men living with HIV. HIV infection is a chronic disease with a clinical course that is complicated to predict, and may be influenced by numerous psychosocial and biological factors. Many HIV-infected gay men face financial hardships, social stigmas, multiple bereavements, and other personal losses, in addition to the physical burdens of HIV infection. Internalized Heterosexism (IH), or the internalization of societal anti-homosexual attitudes, has been consistently linked to anxiety, depression, and low self-esteem among gay men. In fact, much of literature on the effects of stigma and discrimination on depression and stress in gay men arises from social conditions which include homophobic prejudice, stigma, and discrimination. The main categories that have dominated Western literature on "homosexuality" are clearly present in Greek-Cypriot culture. Few Non-Governmental Organizations (NGO) that work on HIV in Cyprus have reported that implementing prevention and support services is very challenging due to lack of funding.