Early retention in care, sex, and sexual mode of HIV acquisition has been associated with mortality risk among persons living with HIV (PLWH). We assessed whether early retention in care mediates or modifies the association between mortality and sex and sexual mode of HIV acquisition among PLWH on antiretroviral therapy (ART) in the Americas. ART-naïve, adult PLWH (≥18 years) enrolling at Caribbean, Central and South America network for HIV epidemiology (CCASAnet) and Vanderbilt Comprehensive Care Clinic sites 2000–2015, starting ART, and with ≥1 visit after ART-start were included. Early retention in care was defined as ≥2 HIV care visits/labs ≥90 days apart in the first year of ART. Cox models assessed the association between early retention in care, sex, and sexual mode of HIV acquisition [i.e., women, heterosexual men and men who have sex with men (MSM)], and mortality. Associations were estimated separately by site and pooled. Among 11,721 included PLWH (median follow-up, 4.3 years; interquartile range, 2.0–7.6), 647 died (rate = 10.9/1000 person-years) and 1985 were lost to follow-up (rate = 33.6/1000 person-years). After adjustment for confounders, early retention in care was associated with lower mortality during subsequent years (pooled hazard ratio = 0.47; 95% confidence interval = 0.39–0.57). MSM had lower and heterosexual men had comparable mortality risk to women; risks were similar when adjusting for early retention in care. Additionally, no evidence of an interaction between early retention in care and sex and sexual mode of HIV acquisition on mortality was observed (p > 0.05). Early retention in care substantially reduced mortality but does not mediate or modify the association between sex and sexual mode of HIV acquisition and mortality in our population.