Background: Persons with HIV and severe mental illness face numerous barriers in antiretroviral treatment adherence. More information is needed on reasons for loss of follow-up in this population. Methods: A retrospective analysis was conducted on adult HIV patients with a history of mental illness enrolled at an urban HIV clinic in Johannesburg, South Africa who discontinued care. Results: 24.8% of adult patients in the clinic discontinued follow-up during the study period. Of those discontinuing follow-up, 48 were successfully traced by home visits. Among this group, 21 (43.8%) were not engaged in care, 12 (25.0%) had transferred care, 9 (18.8%) were deceased, 3 (6.2%) had relocated, and 3 (6.2%) were missing. Transportation costs and distance, conflicts with work/school schedule, and confusion regarding when to return were the most frequently cited reasons for discontinuing follow-up. Conclusions: Although almost 25% of patients were lost to follow up, overall rates of retention in care for these patients were similar to those seen in other HIV-infected populations and higher than those seen among patients with psychiatric disease. Tracing patients through home visits proved to be an effective means to confirm the magnitude of patients lost to follow up, ascertain their outcomes, and elucidate the reasons for discontinuing care.