This study describes the subjective psychological experience of African women positively living with and dying of HIV/AIDS, with a focus on the significant cognitive, emotional and social themes involved in their subjective sense of coping. HIV-positive African women have been identified as being at risk psychologically, due to gender inequality in African culture and society and the stigma that surrounds HIV/AIDS. Their traditional role as caregivers also places them at risk, but highlights the importance of understanding their experience in order to assist these women and their children. Drawing on interpretive methods within a qualitative research approach, ten women who are coping with their HIV-positive status were interviewed in order to gain an understanding of their experiences of coping with HIV/AIDS. The analysis of the interview material suggests that coping is a process of disconnection and reconnection that entails the ability to know one’s own experience. Coping was found to be a process of mourning in which the individual moves from a time of not coping toward acceptance of their status and the changes this necessitates in their relationships. Resolution of mourning seemed to entail greater integration of these women’s sense of themselves and psychological strength was found to originate in coping with adversity. The study draws on three theoretical approaches, namely positive psychology, object relations theory and analytical psychology. Carl Jung’s theory of individuation and Joseph Campbell’s interpretation of it, The Hero’s Journey, was used as a frame for the theoretical discussion. Within this frame, Elizabeth Kubler-Ross’ stages of mourning were integrated with Donald Winnicott’s description of separation in the move from dependence to independence, Winnicott’s ideas around the capacity to be alone, Melanie Klein’s description of the move from the paranoid-schizoid to the depressive position and Wilfred Bion’s ideas around the desire to know one’s own experience. Throughout the discussion a number of concepts from positive psychology were explored, such as: coping styles, social support, participation in life, positive goals, autonomy and resilience. The core of Jung’s theory, which is the integration of all aspects of the self, allowed space to explore distress and coping, both of which are entailed in the process of coping.