Patient retention is critical to the management of chronic diseases such as human immunodeficiency virus (HIV); hence, accurate measures of loss to follow-up (LTF) are important. Many different LTF definitions have been proposed. In a cohort of 9,692 HIV-infected patients initiating antiretroviral therapy in Mozambique from 2006 to 2011, we investigated the impact of the definition of LTF on estimated rates of LTF, acquired immunodeficiency syndrome (AIDS)-defining events, and death by applying 17 different definitions of LTF gleaned from HIV literature. We further investigated the impact of 4 specific components of the LTF definitions. Cumulative incidences of LTF and AIDS-defining events were estimated by treating death as a competing risk; Kaplan-Meier techniques and variations to account for informative censoring were used to estimate rates of mortality. Estimates of LTF 2 years after treatment initiation were high and varied substantially, from 22% to 84% depending on the LTF definition used. Estimates of 2-year mortality varied from 11% to 16%, and estimates of 2-year AIDS-defining events varied from 6% to 8%. As seen here, the choice of LTF definition can greatly affect study conclusions and program evaluations. Selection of LTF definitions should be based on the study outcome, available data on clinical encounters, and the patients' visit schedules; we suggest some general guidelines.