Severe mental illness (SMI) in people living with HIV (PLWH) may impact on the initiation and adherence to combination antiretroviral treatment. We conducted a cross-sectional retrospective folder review of 100 PLWH suffering from an SMI, in Cape Town, South Africa. Information pertaining to whether these patients had attended a six-month visit at the referral HIV clinic after discharge from a psychiatric hospital was obtained. Of the 100 participants, 63 did not attend a first 6-month HIV clinic follow-up. There were no significant differences between 6-month attenders and non-attenders on demographic or clinical variables. After adjustment, respondents who had been re-admitted to a psychiatric hospital more than once were more likely not to attend their follow-up visit compared to those with no re-admissions (1 re-admission: PR = 1.52, 95 % CI 1.00–2.31; 2 or more re-admissions: PR = 1.60, 1.08–2.37). PLWH who have a co-morbid SMI are an especially vulnerable group of patients. Psychosocial support and interventions such as case management may be useful.