Amid numerous complications that plague the health and quality of life of people living with HIV, neurocognitive and psychiatric illnesses pose unique challenges. While there remains uncertainty with respect to the pathophysiology surrounding these disorders, their adverse implications are increasingly recognized. Left undetected, they have the potential to significantly impact patient well being, adherence to antiretroviral treatment and overall health outcomes. As such, early identification of HIV-associated neurocognitive disorders (HAND) and psychiatric illnesses will be paramount in the proactive management of affected patients. The present review focuses on strategies to ensure optimal screening and detection of HAND, depression and substance abuse in routine practice. For each topic, currently available screening methods are discussed. These include identification of risk factors, recognition of relevant symptomatology and an update on validated screening tools that can be efficiently implemented in the clinical setting. Specifically addressed in the present review are the International HIV Dementia Scale, a novel screening equation and algorithm for HAND, as well as brief, validated, verbal questionnaires for detection of depression and substance abuse. Adequate understanding and usage of these screening mechanisms can ensure effective use of resources by distinguishing patients who require referral for more extensive diagnostic procedures from those who likely do not.