Scale-up of antiretroviral therapy (ART) in sub-Saharan Africa is a major public health priority, but ensuring long-term adherence to treatment is a growing concern. The objectives of this retrospective study were to determine risk factors and true outcomes for individuals lost to follow-up in a routine HIV/AIDS care programme in Tete, Mozambique. Between May 2002 and August 2007, 2818 individuals were initiated on ART and 594 (21%) considered lost to follow-up were actively traced. Risk factors for being lost to follow-up were: age between 16 and 35 years [odds ratio (OR) = 1.4, P = 0.009]; CD4 count <50 cells/μl (OR = 1.7, P < 0.001); time on ART <3 months (OR = 3.6, P < 0.001); tuberculosis infection (OR = 2.5, P < 0.001); and Kaposi's sarcoma infection (OR = 5.9, P < 0.001). Sixty-four percent (380/594) of patients lost to follow-up could not be traced. Of the 214 (36%) that could be traced, 118 (55%) were dead, 43 (20%) were transferred out, 7 (3%) were misclassified and 46 (22%) were true defaulters. Active tracing should be conducted routinely to better understand the reasons for defaulting and to provide evidence for action. Early mortality may be reduced by enrolling patients in care as early as possible and providing optimal adherence counselling in the first months.