This study examined the relationships among illness-related factors, stress, coping strategies and psychological distress in HIV-infected persons in Hong Kong (N=118). Multiple regression analyses were used to examine the models of psychological distress as a function of demographic factors, illness-related factors, psychosocial stressors and coping. Results showed that positive thinking was inversely related to psychological distress and avoidance was associated with higher level of anxiety. However, the use of problem solving was found to be inversely related to anxiety. Results are discussed in the context of Chinese culture and the service in Hong Kong.