Antiretroviral therapy (ART) became more widely available in the Russian Federation in 2006 when the Global Fund made a contribution to purchase ART with a mandate to increase numbers of patients receiving it. Funds were distributed to AIDS Centers and selected hospitals, and numbers quickly increased. Though ART is highly effective for adherent patients, dropout has been a problem; thus understanding characteristics of patients who remain on ART vs. those who leave treatment may provide information to facilitate engagement. We retrospectively assessed depression, hopelessness, substance use, viral load, and CD4+ counts of 120 patients who dropped out of ART for ≥12 months (Lost-to-Care, LTCs) and 120 who continued for ≥12 months (Engaged-in-Care, EICs). As expected, LTCs had higher viral loads and depression, lower CD4+ counts, more alcohol, heroin, and injection drug use in the past 30 days. A binary logistic regression with Center for Epidemiologic Studies Depression score, Beck Hopelessness score, whether drugs/alcohol had ever prevented them from taking ART, and past 30 days' alcohol use [χ(2)(4) = 64.27, p = .0.000] correctly classified 74.5% of participants as LTC or EIC, suggesting that integrated treatment for substance use, psychiatric, and HIV could reduce dropout and improve outcomes.