High neighborhood social capital could facilitate earlier diagnosis of HIV and higher rates of linkage and HIV care engagement. Multivariate analysis was used to examine whether social capital (social cohesion, social participation, and collective engagement) in 2004/2006 was associated with lower 5-year average (2007–2011) prevalence of (a) late HIV diagnosis, (b) linked to HIV care, and (c) engaged in HIV care within Philadelphia, PA, United States. Census tracts (N = 332). Higher average neighborhood social participation was associated with higher prevalence of late HIV diagnosis (b = 1.37, se = 0.32, p < 0.001), linked to HIV care (b = 1.13, se = 0.20, p < 0.001) and lower prevalence of engaged in HIV care (b = −1.16, se = 0.30, p < 0.001). Higher collective engagement was associated with lower prevalence of linked to HIV care (b = −0.62, se = 0.32, p < 0.05).The findings of different directions of associations among social capital indicators and HIV-related outcomes underscore the need for more nuanced research on the topic that include longitudinal assessment across key populations.