The study examined effects of cognitive restructuring and social support techniques in managing depression among HIV/AIDS infected women in Kaduna state, Nigeria. Nine objectives, nine research questions were raised and nine corresponding research hypotheses were formulated. Quasi-experimental research design was employed using pre-test and post-test design. The Sample size comprised of forty (40) women with HIV/AIDS, who are registered and assessing care in government health centre in Kaduna state, Nigeria. The Beck depression inventory was the research instrument adopted for identifying subjects with moderate level of depression selected for the study. The study had two experimental groups that were exposed to cognitive restructuring and social support techniques. Hypotheses formulated for the study were statistically analysed using paired-sample t-test for hypotheses 1, 2, 4 and 7: independent sample t-test for hypothesis 3, and analysis of variance (ANOVA) for hypotheses 5, 6, 8 and 9. Results showed that four (4) of the hypotheses were rejected, while five (5) of them were retained, Result shows that,there is significant difference between pre-test and post-test in managing depression among HIV/AIDS infected women based on cognitive restructuring technique with (t=13.679, p=.000), there is significant difference between pre-test and post-test in managing depression among HIV/AIDS infected women based on social support technique with (t=16.123, p=.000), there is no significant differential effects of cognitive restructuring and social support techniques in managing depression of HIV/AIDS infected women with (t=-1.608, p=0,074). Income level and marital status did not influence the effectiveness of cognitive restructuring technique in the management of depression among HIV/AIDS infected women (t=.707,p=0.062, f=1.190,p=.003 respectively).but in the case of educational levels there is significant difference which has influence in the effectiveness of cognitive restructuring technique in the management of depression among HIV/AIDS infected women (f=6.501, p=.004). Also, income level and marital status did not influence the effectiveness of social support technique in the management of depression among HIV/AIDS infected women (t=.371, p=0.072, f=.143, p=.192 respectively). For educational levels, there is significant difference as such it influenced the effectiveness of social support technique in the management of depression among HIV/AIDS infected women (f=5.02, p=.013). The result of the study indicated that both cognitive restructuring and social support techniques had effect in managing depression of infected women irrespective of their income and marital status, but on the aspect of the educational levels of the infected women, the treatment was more effective for those with secondary education. The researcher made recommendations on the basis of results of the study with respect to using cognitive restructuring and social support techniques by counselling psychologists in schools and hospitals in order to help HIV/AIDS infected women cope with the disease, and both treatments can also be used in schools to manage students and staff with depression problem.