Retaining adolescents (aged 10–19 years), living with HIV (ALHIV) on antiretroviral therapy (ART) is challenging. In Myanmar, 1269 ALHIV were under an Integrated HIV Care (IHC) Programme by June 2017 and their attrition (death and lost to follow-up) rates were not assessed before. We undertook a cohort study using routinely collected data of ALHIV enrolled into HIV care from July 2005 to June 2017 and assessed their attrition rates in June 2018 by time-to-event analysis. Of 1269 enrolled, 197(16%) and of 1054 initiated ART, 224 (21%) had an attrition defining event. The pre-ART and ART attrition rates were 21.8 (95% CI 19.0–25.1) and 6.4 (95% CI 5.6–7.3) per 100 person-years follow-up, respectively. The factors ‘at enrolment’ that were associated with higher hazards of attrition were: (1) WHO stage 3 or 4; (2) haemoglobin <10 gm/dl; (3) no documented CD4 cell counts, hepatitis B and C test results; and (4) injection drug use. Baseline hazards were high during the initial 1–2 years and after 5–6 years. The pre-ART and ART attrition rates in ALHIV were lower than those in Africa but higher than the children under IHC. This warrants designing and implementing additional care tailored to the needs of ALHIV under IHC.