Using data from the D.C. Cohort Longitudinal HIV Study, we examined (a) diagnosed mental health and (b) cardiovascular, pulmonary, or cancer (CPC) comorbidity among adults with HIV who smoked. Among 8,581 adults, 4,273 (50%) smoked; 49% of smokers had mental health, and 13% of smokers had a CPC comorbidity. Among smokers, non-Hispanic Black participants had a lower risk for mental health (prevalence ratio PR: 0.69; 95% confidence interval CI 0.62-0.76) but a higher risk for CPC (PR: 1.17; 95% CI 0.84-1.62) comorbidity. Male participants had a lower risk for mental health (PR: 0.88; 95% CI 0.81-0.94) and CPC (PR: 0.68; 95% CI 0.57-0.81) comorbidity. All metrics of socioeconomic status were associated with a mental health comorbidity, but only housing status was associated with a CPC comorbidity. We did not find any association with substance use. Gender, socioeconomic factors, and race/ethnicity should inform clinical care and the development of smoking cessation strategies for this population.